Then, take your scallops, which always remind me of marshmallows... and cut them down widthwise so they're thinner too. 
 
 Step 4:

Then, ready your shrimps.

If you have a good source for seafood, you can ask them to de-vein them for you when you ask for them. Otherwise, you're going to have to do this yourself. Start by peeling them and then taking a small knife (a paring knife will do) and running the blade down the back of the shrimp. Run the shrimp under cold water while rubbing its back where you've cut and the vein should come free. You can also pull out the vein with your knife as well.

Once that's done, cut them in half so you'll have twice as many pieces of shrimp.