If you put this on Aggressive, the game will more frequently chose the "correct" shift for you to prevent scoring. For example, if Cabrera bats the CPU will most likely give you the Cabrera shift. If a fast hitter comes up, the game will immediately give you the 'Speedster Aware' shift. If a man is on 2nd the game might go 'Outfield In' so a single to the outfield would allow you to hold the runner at 3rd (but balls might fly over your outfielder since they are in, hence the Aggressive title.)
Medium is the middle ground and what I recommend. With conversative the game will probably just leave you alone most of the time and leave the shift on default and let you decide yourself.