I am going to argue here that the supposed/real shame felt by these women is more cultural than evolutionary or anything else.
I remember reading in my psych studies about a relatively secluded South American/African tribe (school was a long time ago), where the culturally acceptable norm was to have premarital sex with no stigmatism or shame attached to it. Interestingly, when tribe members did decide to bunker down with someone, they were truly monogamous as they had experimented with/experienced more than enough sex to determine what they like and who they are compatible with.
I also took a psych course looking at differences between men and women in general and the course stressed that there are far more differences in and amongst women or vice versa, than there are between women and men.
I know that personally I have always enjoyed masturbation/sex, have always been bi and have only ever felt bad about any of this, mostly in my youth, when others (e.g. uptight parents, insecure boyfriends, etc.) made me feel that way.
At the risk of offending some, in the words of a high school English teacher I had whose first vocation was the clergy, this guilt is mostly due to teachings of the Bible, which in his opinion was written by a bunch of mysogynist Jews. Before anyone freaks out here, he did not hate Jews nor did he dispute all teachings of the Bible, (e.g. "Do unto others as you would have done to yourself.", etc.) is all good. He did however vehemently, as do I, disagree with the idea that women should be treated differently than men, especially when it comes to sexual relations as we are all created the same. Or like in the Discovery Channel lyrics, "you and me baby (we) ain't nothing/nothin' but mammals so let's do it like they do on the discovery channel".
http://www.youtube.com/watch?v=2iIx-dQwbPs
To sum it all up, in my opinion, if left alone a lot of women are not that much different than men.