I understand my question. Thank you very much=)

rtsundberg is correct. It means 'go away' in a very non-caring way. I am not sure the origins for this... and I am not sure if it is a real word or just a sound you make. Shu has been used in literature for many years. People typically say 'Shu!' towards animals to get them to go away. It is very common and everyone knows its use. If you say this to someone, it is more rude than to say 'go away' because the word is known to be used towards animals and you are somewhat implying the person is an animal (an annoying one for that matter). Close friends will typically use it on each other... but always followed by a good laugh.

This can mean, "Go on, get out of here!" .. "go do what you need to do!" ... "don't bother me" It can be slightly rude, but in your context it was probably a way of playing with the word which wouldn't necessarily be rude if it is used with close friends.

I am not sure. It is not standard English. Did you hear it in a song? It might be a way to say "sure" in some southern dialect. If it is a southern dialect, as an intellectual foreigner you probably wouldnt have a lot in ocmmon with people that talk like that,