In a blender or food processor, combine the orange juice and zest, lime juice and zest, olive oil, garlic and salt. Be careful with the salt - the shrimp really suck it up! Cover, and puree until smooth.
Place shrimp in a bowl, and pour the citrus marinade over them. Let them marinate for 20 minutes at room temperature.
Heat a non-stick skillet over medium-high heat. Fry the shrimp about 3 minutes per side, in batches if necessary, until opaque. Spoon a little of the marinade in with them for extra flavor while they cook if you like.
