More than athletic dogs, Shelties are intelligent. As such, their minds need to be exercised as much (if not more) than their bodies. Walks and playing in the back yard are often not enough.
Provide her with some mental games, something that she has to think about to figure out. There are various toys on the market that are designed for that. Google "dog puzzle toys" for some examples. A favorite around here is the Buster Cube. You can also make games like this at home, play hide-and-seek with toys or treats.
Better yet, give her a job! Shelties are working dogs, and sometimes that drive and intelligence will be quelled by nothing less than a regular job. It doesn't need to be a 24/7 thing, or a 9 hours a day thing, it can easily be a once or twice a week thing. Look into agility, flyball, obedience, rally-o, herding, tracking, therapy dog, freestyle, disc, dock diving ... the list goes on and on. Pick something that works for both of you and get involved. Giving the dog a regular scheduled job a couple times a week will often satisfy them. If they know that they will get to work twice a week, the in between times they are happy to just chill out and relax.
As for immediate training, in order to prevent an action you need to train a counter-action that will prevent them from doing the undesired action. For example, if you don't want a dog to jump up, you teach them to sit at the times that they would normally jump. Likewise, if you want your dog to quit pestering you, you can't just say "Stop bugging me". Rather, tell them what TO do, not what NOT to do. So train a "go to your mat", or "find your Kong". Give them something that you would rather have her doing instead of telling her not to do something that you don't want her doing.
Of course, that training will only solve the result of the problem, not the problem itself. It's just a bandage until you are able to provide her with the mental outlet that she is asking for.