Monica, if your stitch size is too small for the yarn you are using the shrug will feel stiff and board-like when you are done. You want to display your yarn to it's best advantage, so my advice is to do the math or find another pattern.
Don't be afraid of short rows! They aren't as hard as you think. Even if you don't want the little holes, you can make them with wraps easily too. Plus they leave their own "marks" in the knitting and you can always tell where you are.
Do you have a web shot of this shrug? If so maybe we could find you an alternate that would suit your yarn better.