Fish – thaw salmon directly in water

Some species of salmon are better or worse at freezing. Pacific Sockeye freezes very well and is your best bet if you're buying frozen. It's also the most expensive. Pink salmon doesn't freeze well at all (but is delicious if you can get it fresh!). Others like Chum are somewhere in the middle.

Most "cheap" salmon that you get in North American supermarkets is farmed Atlantic salmon. It holds up well to freezing, but is generally pretty gray and bland to begin with. Avoid it.

Update

Jeff Axelrod commented (much thanks) that the Costco IQF shrimp come with most of the shell removed. In that case, "DO NOT FORCE THAW UNDER RUNNING WATER" most likely means if you do it, you'll end up with "shrimp pulp" with some of it even down the drain. The shrimp can absorb the water and get mushy and disintegrate. This, I have seen in our kitchen and tried to erase from memory.

This also means the trapped bacteria under the shell is less of a concern.

the original answer/caution regarding safety:

Besides the fact that the shrimp can absorb the water, get mushy, and fall apart under running water, it could be a safety issue.

It may be possible that the pressure from running water will force or push some bacteria that would normally be on the on the outside of the shells (and destroyed) in and under the shell (e.g. between the belly and the shell) where it may be shielded from heat and not fully killed during cooking.

Bacteria going from outside of the meat to inside has caused Costco a lot headache. In the meat case, it was forced in mechanically by the needles of the tenderizing machine. They might also be hedging against a similar thing happing with the shrimps and running water.

If you thaw them in a tight freezer bag placed in water (even running), it should be safe.