Redshrike makes some excellent points. If shading is difficult, you need to begin with the basics. Cubes, cylinders, spheres. If you can't shade them, you can't shade anything.
Having said that, here's a couple of points:
Make sure you're thinking about the subject in terms of 3-dimensional form. Break the subject down into more basic forms to understand what exactly it is doing in space and how see how the surface is moving through perspective. Once you work this out its pretty easy to decide "this part of the surface is facing the lightsource, this part is in shadow". If you can't do that, once again you need to go back to basics.
My second point is tangential to your question on shading, but I feel it is the more important issue facing the piece:
Where's the flow? Your figure is essentially bolt-upright with limbs splaying out at arbitrary angles (in fact it kind of looks like she's showing off her body in an act of sexual enticement). Note the red line of action in my gesture sketch. See how it influences the tilt of shoulders and pelvis, the angle of the spine, the turn of the torso in perspective away from the viewer. These things create much more interest and bring a movement of line to the figure, giving it life.
