If you visit HK between your trip from US to Shanghai,OK.

来源: 于 2006-09-14 14:16:15 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

Or between your trip from Shanghai to USA after you getting a visa in US consulate in Shanghai,is ok too.
Otherwise you need a entry permit from China consulate in US or 公安局 in China.