The Tigers still retain hope of sneaking into the top six this season and did their chances no harm at all courtesy of Matty Fryatt's 64th-minute strike.
The last team to claim victory at the City Ground was Blackpool, who went on to defeat Forest again in the play-offs as they secured promotion to the Premier League.
But Shakespeare said: "To come here and take that record is a great achievement, but it means nothing if we don't perform in the other games.
"Confidence-wise, who knows, it could be something massive, you can never tell. If you ask me about the play-offs, who knows where we can end up? We've got to try and win each game and that will take care of itself as there are a lot of points still to play for.
"I do believe if you can be hard to beat, which we are at the moment, you've got a chance."