Quiet fellows entering a club in shame (9)
I believe the answer is:
abashment
'shame' is the definition.
(I've seen this before)
'quiet fellows entering a club' is the wordplay.
'quiet' becomes 'sh' (**).
'fellows' becomes 'men' (I've seen this before).
'entering' means one lot of letters goes inside another.
'club' becomes 'bat' (bat is a kind of club).
'sh'+'men'='shmen'
'a'+'bat'='abat'
'shmen' put within 'abat' is 'ABASHMENT'.
'in' is the link.
(Other definitions for abashment that I've seen before include "embarrassment" , "shame!" , "confusion" , "discomfort" .)