Paul, you will need to continue putting a thin layer of shortening and baking........repeat this several times and the seasoning layer will fill in with a good carbon layer. Just keep in mind that seasoning is not a one step process. Fry some potatoes or fish in between....this will add more of a polymerized layer.....reuse the oil.....keep it in the pan between fryings if possible.
The quickest way of all to get a new skillet to a perfect non-stick patina is to make Cajun roux in it.......do that several times too. FYI, a Cajun roux is made with equal parts by volume of all purpose flour and oil. To make a Cajun roux in your skillet.........heat 3/4 cup of oil in your skillet......after the oil gets hot, sprinkle in the flour and stir with a wooden spoon continuously such that the flour browns but does not burn. Keep scraping all areas on skillet continuously until the flour turns to a dark brown color. After it turns dark brown put the skillet aside to let it cool off. Add warm water to cool roux to remove it if you do not plan to use it in a cooking dish.
This roux making procedure occurs near the smoke point of the oil and occurs in a carbon rich environment. The polymers produced when making roux will quickly combine to form a good patina.
How you clean your pan is important too. Make sure that after you clean your pan that you dry your pan on the stove burner.......DO NOT SKIP THIS IMPORTANT STEP. I went into details as to why this is so important on the Garden Web forum site. After heating your pan to remove all traces of water...spray it with Pam WHILE IT IS STILL HOT (helps add a polymer layer) and wipe off excess with a paper towel. Pam doesn't turn rancid too quickly.........so you're OK if you will use the pan within a month or two and don't leave a thick layer of PAM in the pan. If the pan won't be used for a longer time, I would coat it Crisco or lard.
In answer to some of your earlier questions:
The key to understanding seasoning is to understand how the type of oil/fat and temperature affects the final result. What you cook and how you cook it in your pans also affects the type patina that develops. At low temperatures sticky polymers are produced, at higher temperatures dry polymers are produced, at temperatures near the smoke point of the oil/fat carbon black is formed and gets into the patina matrix. The smoke point varies by oil/fat type and its age. The amount of carbon black that forms at the smoke point is a function of the conradson carbon content of the oil/fat used for seasoning......oils and fats have different carbon residues. Do not worry about this too much. Both lard and Crisco work great.
You are correct in your understanding of what I have written on the soap topic. Bottom line is ........soaps and/or detergents will not remove the seasoning from a PROPERLY CLEANED AND SEASONED cast iron pan. And that my friend is based on science and not folklore.
Store bought lard is hydrogenated (hydrotreated) which converts some of the unsaturates into saturates......this has the effect of making the product stable and much less likely to oxidize (turn rancid) when exposed to air. If you coat your pans with lard prior to storage.......store bought lard is less likely to turn rancid. FYI, I cook in 30 gallon cast iron cauldrons so this issue is very important to me. I coat these large vessels with store bought lard after cleaning....it doesn't turn rancid or get sticky after months of storage. Crisco is good too. It is a hydrogenated vegetable oil that has a stable shelf life at room temperature for two years. The hydrogenation process lowers the unsaturates to the point where it won't even get sticky when applied to raw cast iron for several months. Make the mistake of putting plain vegetable oil (high in unsaturated oils) on cast iron and you will have a sticky mess that's nearly impossible to clean off.
Dan