WordPress shortcodes are great for adding great features easily and efficiently using plugins into your posts and pages. The problem with shortcodes is that they don’t work when added outside the loop. Shortcodes are usually added in the content text area for added functionality.
For instance, if yuo wanted to add Gravity Form into your WordPress Blog, you would usually click the gravity button just above the content area and add Oops! We could not locate your form.
Hope that helps.
Cheers!
http://www.gravityhelp.com/documentation/page/Embedding_A_Form#Function_Call