It's a bit difficult without context but generally it means "Stop me doing my job", whether that means forcing the person to shut up shop (the most literal usage) or just making it difficult for them to be effective - e.g., heckling a comedian, strongly marking a sports person, etc. I think I've heard it more generally used to imply interference of some sort - preventing someone from contributing to a conversation for example. I hope that gives you a clue, but of not, maybe you could give a bit more background...?

Hahaha Shut me down mean close me ....! Finish me ...!

this is an emotional statements means when something happens than I feel down.....clearly it means I am hopeless and internally disappointed and do not able to do anything.

It means there is something which makes me disappointed and I am unable to do anything.