I'm 'ashamed' [='embarrassed'] 'to admit' it, but I still don't know how to ride a bicycle. = I'm 'ashamed to say' I still don't know how to ride a bicycle.
We were too 'ashamed to go' back to school. [=we didn't go back to school because we were too embarrassed]
She was 'ashamed' that she hit her brother. = She felt 'ashamed' for/about hitting her brother.
(..) l told you not to keep your film under the bed by the fire pan. Even the photographs burned! Nearly set fire to the house. You and your stupid movies! Aren't you ashamed at your age to play with a boy? Why look at me? What did l do? Who gave him the film? Don't do it again. (..)1988 Cinema Paradiso