I don't shorten. On a fresh keg I run a half a pint into a glass and dump it out. After that its clear sailing. You can shorten it if you want, but I believe that you lose more beer shortening than just dumping the first bit.
Some do .....some don't...... I don't. I just do what enderwig said. One would think that even with cutting, the first 1/2 pint would be cloudy just from the rush of beer going into the beer lines.... I dunno.... I wouldn't stress about it.