Yunkex,
I think you can simply perform this task using your ArcCatalog interface.
From ArcCatalog, create a folder connection and browse to the folder where your SDC dataset is stored. Right-Click on the SDC Feature Class and use the "Export to Shapefile" option to get the desired Shapefile.
** You didn't provide the version of ArcGIS you are using. The workflow above is suggested for 10.1.
NOTE: If converting large amounts of data, it's probably best to use a geodatabase format for space efficiency and better capabilities; shapefiles are useful for interchange among different vendors' spatial data processing products.
Regards,