The bindings are set by windmoves windmove-default-keybindings
function, you can undo what this function does with the following:
(global-unset-key (vector (list 'shift 'left)))
(global-unset-key (vector (list 'shift 'right)))
(global-unset-key (vector (list 'shift 'up)))
(global-unset-key (vector (list 'shift 'down)))
Also, you'll need to ensure the variable shift-selection-mode
is non-nil.
(setq shift-selection-mode t)
Prelude disables arrow movement by default, and for good reason. You are doing a great disservice to yourself by using arrow keys to select text. But if you really want to, this will allow you to.
(setq prelude-guru nil)
This should get shift-selection back up and running, but you'll need to find new keys to use for windmove.