I have a concentrated load acting on a simply supported beam. I am plotting a shear force diagram and it does not look right. The shear force diagram does not change sign at the point where the load is applied but instead shows a slope.

Diagram that I get

Diagram that I expect to get

This is due to a limitation in the way in which shear force diagrams ( and bending moments ) are plotted in STAAD.Pro.
 
For any beam, the program knows the bending moment ( and shear force ) values at the start node and end node. Using this information, and the loads on the member, it calculates the values at 11 equally spaced intermediate points within the member span (1/12th point, 2/12th point, 3/12th point, etc. upto 11/12th point).
 
So, it now knows the values at a total of 13 points along the member span. It connects these 13 values by drawing a straight line from one point to the next. That is how you see the diagram.
 
There are some limitations in this approach.
 
a) If there is a concentrated load on the member, and it is located at a point that is not one of these 13 points, the shear force diagram will fail to capture the sudden change in shape of the diagram under that load. Since this point is not one of the 13 equidistant points, the value is not calculated at that location and the program. The program knows the value at a location before and at a location after the load location and joins the data points to generate the diagram which results in a slope in the diagram.
 
b) Similarly if the load happens to be a concentrated moment, the sudden change in value of the moment at that location will also not be captured by the Bending Moment Diagram.
 
Hence, the diagram plotted is accurate if there are no concentrated forces or moments on the span, but approximate if such loads are present at locations which does not correspond to the 1/12 th points.
 
The best thing to do when concentrated loads/moments are present at such locations, is to split the member at that location to create a node and then apply the member load as a joint load.

One may also use the member query dialog box ( one that is obtained by double clicking on a member ). It uses a different method to calculate the shear forces and bending moments diagrams and does not suffer from the limitation mentioned above. However the member query should only be used for first order analysis ( PERFORM ANALYSIS) and not for second order analysis ( PDLETA ANALYSIS, DIRECT ANALYSIS etc.) as it cannot capture second order effects fully.