I'm confused as to why shane and the prisoner turned to walkers despite not being bitten or scratched by walkers. Yet when they shot the dudes in the bar they didn't turn.
During the bar scene, Rick shot both in the head. It wasn't made abundantly clear, and Rick made no mention of it, but if you paid close attention you'd notice. The first guy he shot directly in the head. The second guy he shot twice in the chest and then walked up and shot him in the head, very deliberately. And, when Rick stabbed Shane (which was done to not attract attention), he waited near him, seemingly to watch to see if he'd turn. When Carl showed up, Rick got distracted, but didn't seem surprised to see Shane get up and get shot.
The comics are very clear in showing that everyone who dies, turns, regardless of how they died. My belief is that this fact is one likely remaining possibility for what Dr. Jenner whispered to Rick during the final episode of Season 1, prior to the group leaving the CDC.
At first, I thought Dr. Jenner told him that the military base - Fort Benning - was completely wiped out, but Rick still seems to want to go there, so that can't be it. Second, I thought that Dr. Jenner told Rick that Lori was pregnant, but Rick was genuinely shocked to find out, so that can't be it either. Rick continues to hold out hope that they'll all survive this mess, so Dr. Jenner couldn't have told him that there is absolutely no cure and everyone will eventually die.
For better or worse, the 'everyone who dies, turns' idea is here to stay.