I'm assuming your shocking with mps.
I believe the consensus says to add the mps shock dose first, wait 30 minutes or so and then add your dichlor dose. This will help ensure that your dichlor dose is being used more for sanitizing purposes than for oxidizing. Sometimes I add them both at the same time as there are products called enhanced shock that contain both mps and dichlor. Personally, I'd add them either at the same time or mps first.