I tried demowebsite and publish it this adress : http://demo.mebis.net/openlayers and source code is below.
I want to use own shp file and mapinfo file to use in sharpmap and openlayers.
sample doesn't work.
BTW the steps are pretty easy:
1) server-side: configure sharpmap to show your data, i.e create the layers and add they to the map
use wms.ashx as a wms handler to expose your map
3) client-side: add one or more WmsLayers with the url of your wms.ashx handler
pretty easy, actually