If you have some sort of upgraded suspension in the rear end, namely your leaf springs, then you may have or need shims...............If you havent done any mods to the leaf springs, then ya dont have them. Its not like they are something that come on your X from the dealer.
Frosty, it's all good. Mcampana is right about not having them if you haven't upgraded your leaf springs. They are designed to adjust the angle of your rear axle to compensate for a lift. Visually they look like a little triangular ramp, and you place them under the leaf pack so the rear axle's angle is adjusted back to where it needs to be in connection with the driveshaft.
Here are some old pics that might help. The shiny piece of metal between my leaf springs and axle is the shim. But like the other guys said, if you haven't modded your rear suspension yet, then you don't have them.