1st Annual Triathlon in Shell Lake, Wisconsin is Saturday July 27. The event will include a great lake to swim in, great roads to bike, great trails and roads to run. The multisport events is being organized by FrontRunner and the Shell Lake Lions Club. Shell Lake is located in the heart of the Wisconsin vacation world. Plan your week at the lake around this fun event. see who has already signed up - shell lake participant list 6-4.