Shay attended Paola High School where he lettered in football and wrestling. During his four years, he was a three-time Division II All-America pick, and finished his career with six National Collegiate Athletic Association all-division records including most rushing yards with 6,958, as well as fifteen 200-yard rushing games, 9,301 all-purpose yards, 88 total touchdowns, 81 rushing touchdowns and 544 total points.
Shay is one of the all-time rushing leaders in the National Collegiate Athletic Association Division World War II While at Paola High, he helped lead the school"s football team to an unbeaten season and the Class 4A state football championship in 1994. While at Emporia State, Shay broke many records at ESU, in the Mid-America Intercollegiate Athletics Association and the National Collegiate Athletic Association. When Shay finished his senior year at ESU, he had broken 17 Division II records, as he had averaged 205.1 rushing yards per game as a senior in 1998 and more than 2,000 yards rushing over his final three years of his college career. Shay"s final college stats show 1,007 rushes for 6,958 yards (69 avg) to go with 110 receptions for 1,032 yards and four more scores.
He also had 1,207 yards on punt returns and 104 yards on kickoff returns.
As a senior he ran for an ESU and MIAA record 2,265 yards with 29 rushing touchdowns. Shay finished his college career as one of the all-time leading rushers in college football history.
After graduating from Emporia State, he began his professional career as an undrafted free agent with the Kansas City Chiefs in 1999 and was one of team’s final cuts, but was waived. Later that year, Shay re-signed and spent five weeks on the practice squad in 2000.
Shay then went on to play with the Berlin Thunder, a team in the NFL Europe league.
He opened season as starting running back for the Thunder, finishing 3rd in the league with 460 rushing yards on 125 carries and three touchdowns. Shay caught 18 passes for 131 yards, returned 17 kickoffs for 345 yards, which ranked him 4th in league.
While at Emporia State, Shay broke various National Collegiate Athletic Association records and was the Harlon Hill Trophy winner in 1998. He was also a two-time state champion wrestler. The 6,280 yards in his final three seasons was more than 1999 Heisman Trophy winner Ricky Williams, who in a four-year total had 6,279 yards. Shay won the 1998 Harlon Hill Trophy, which is equivalent to the Heisman Trophy for Division II, and finished second for the same award in 1997 as a junior. Shay also had a season-high of 76 yards and one touchdown against the league champion Rhein Fire.
