Why a shoe?
Read this "The interrogator says, imagine you are now beaten up even more, that "you can't tolerate the pain". The prisoner starts saying, may be there is a car entrance ... she is then pressed to tell the exact day when the bomb was planted. She is beaten up with a shoe. [Note: some interpretations of Islam would disallow beating a woman by hand on religious grounds].
The interrogator say: "you are like an insect, while we crush you". She is seen being beaten up again with the shoe."
See videos here
http://www.londonfreelance.org/Iran/videos.html
Why a shoe? Being smacked with a shoe is a high form of insult in the Arab world. Recall the footage of the Iraqi man taking off his shoe and smacking Sadaam's portrait with it.
I guess it comes from the days when shoes could be expected to be encrusted with camel and goat dung.