You didn't mention the style you're using, so here's a solution for the verbose style which includes the shorthand mechanism described in your question (though a "full" entry is printed in first citations). For verbose, you have to switch the tests inside the cite bibmacro -- I've included the original definition and my redefinition.
\documentclass{article}
\usepackage[style=verbose]{biblatex}
% Original definition
% \newbibmacro*{cite}{%
% \usebibmacro{cite:citepages}%
% \ifciteseen
% {\iffieldundef{shorthand}
% {\usebibmacro{cite:short}}
% {\usebibmacro{cite:shorthand}}}
% {\usebibmacro{cite:full}}}
\renewbibmacro*{cite}{%
\usebibmacro{cite:citepages}%
\iffieldundef{shorthand}
{\ifciteseen
{\usebibmacro{cite:short}}
{\usebibmacro{cite:full}}}
{\usebibmacro{cite:shorthand}}}
\usepackage{filecontents}
\begin{filecontents}{\jobname.bib}
@misc{A01,
author = {Author, A.},
year = {2001},
title = {Alpha},
}
@misc{Kan68,
shorthand = {KpV},
author = {Kant, Immanuel},
year = {1968},
title = {Kritik der praktischen Vernunft},
}
\end{filecontents}
\addbibresource{\jobname.bib}
\begin{document}
\null\vfill% just for the example
Some text.\autocite{Kan68}
Some text.\autocite{Kan68}
Some text.\autocite{A01}
Some text.\autocite{A01}
\printshorthands
\printbibliography
\end{document}

EDIT: As you're using the philosophy-modern style, there's no need to modify internal macros; simply use the package option shorthandintro=false.
\documentclass{article}
\usepackage[style=philosophy-modern,backend=biber,language=auto,
shorthandintro=false]{biblatex}
\usepackage{filecontents}
\begin{filecontents}{\jobname.bib}
@misc{A01,
author = {Author, A.},
year = {2001},
title = {Alpha},
}
@misc{Kan68,
shorthand = {KpV},
author = {Kant, Immanuel},
year = {1968},
title = {Kritik der praktischen Vernunft},
}
\end{filecontents}
\addbibresource{\jobname.bib}
\begin{document}
\null\vfill% just for the example
Some text.\autocite{Kan68}
Some text.\autocite{Kan68}
Some text.\autocite{A01}
Some text.\autocite{A01}
\printshorthands
\printbibliography
\end{document}

babelpackage). Please edit your question to include the style you're using. – lockstep Sep 24 '12 at 17:06