Embarrassed, First let me say that you are a good person, you would not care that you lied at all if you were not good. Also what you are feeling is guilt not shame, they are different, shame is what others put on us guilt is what we ourselves feel from the inside. The unfortunate fact is that when we have been in the JW we only learn to have the values that they tell us to have. Yes some of them are good, like being honest with people, however you need to remember that WTBTS is hypocritical themselves when it comes to such matters.
I would suggest that you start to learn about yourself about who you really are & who you really want to be. Example: The other day I bought a d.v.d. Spartacus, 18+, would never have watched this before cause the JW forbade it. I didn't watch the whole series because I discovered that I actually didn't like it. The over the top sex & violence was pointless, took away from the story made me feel brain dead. On the whole I found it lacked intelligence. The point is ME/MYSELF & I, worked that out on my own. Now I know for myself I don't like 18+ movies. So I wont watch them again.
Sit down quietly think about your own true self & make a list of your own values. if honesty is something you treasure then start by being honest with yourself & forgive yourself for not being perfect. We all f..k up at times. Hope this helps.