Shelve and Unshelve Changes
Shelving is temporarily storing pending changes you have not committed yet. This is useful, for example, if you need to switch to another task, and you want to set your changes aside to work on them later. See Work on several features simultaneously for details.
With MPS, you can shelve both separate files and entire changelists.
Once shelved, a change can be applied as many times as you need.
Shelve changes
Open the Version Control tool window Alt+9 and switch to the Local Changes tab.
Right-click the files or the changelist you want to put to a shelf and select Shelve changes from the context menu.
In the Shelve Changes dialog, review the list of modified files.
In the Commit Message field, enter the name of the shelf to be created and click the Shelve Changes button.
You can also shelve changes silently, without displaying the Shelve Changes dialog. To do this, select a file or a changelist you want to shelve, and click the Shelve Silently icon 
on the toolbar, or press Ctrl+Shift+H. The name of the changelist containing the changes you want to shelve will be used as the shelf name.
To avoid ending up with numerous shelves with the same name (such as Default, for example), you can drag a file or a changelist from the Local Changes tab to the Shelf tab, wait a second until it's activated, and edit the new shelf name on-the-fly when you release the mouse button.
Unshelve changes
Unshelving is moving postponed changes from a shelf to a pending changelist. Unshelved changes can be filtered out from view or removed from the shelf.
In the Shelf tab of the Version Control tool window Alt+9, select the changelist or the files you want to unshelve.
Press Ctrl+Shift+U or choose Unshelve from the context menu of the selection.
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In the Unshelve Changes dialog, specify the changelist you want to restore the unshelved changes to in the Name field. You can select an existing changelist from the list or enter the name for a new changelist to be created containing the unshelved changes. You can enter the description of the new changelist in the Comment field (optional).
If you want to make the new changelist active, select the Set active option. Otherwise, the current active changelist remains active.
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If you want to remove the changes you are about to unshelve, select the Remove successfully applied files from the shelf option. The unshelved files will be removed from this shelf and added to another changelist and marked as applied. They will not be removed completely until deleted explicitly by clicking
on the toolbar, or selecting Clean Already Unshelved from the context menu. Click OK. If conflicts occur between the patched version and the current version, resolve them as described in Resolve Conflicts.
You can also unshelve changes silently, without displaying the Unshelve Changes dialog. To do this, select a file or a changelist you want to unshelve, and click the Unshelve Silently icon 
on the toolbar, or press Ctrl+Alt+U. The unshelved files will be moved to the active pending changelist.
You can also drag a file or a changelist from the Shelf tab to the Local Changes tab to unshelve it silently. If you drag it holding the Ctrl key, it will be copied to the Local Changes tab instead of being removed from the shelf.
Restore unshelved changes
MPS lets you reapply unshelved changes if necessary. All unshelved changes can be reused until they are removed explicitly by clicking the icon on the toolbar, or selecting Clean Already Unshelved from the context menu.
Make sure that the Show Already Unshelved
toolbar option is enabled. Select the files or the shelf you want to restore.
From the context menu of the selection, choose Restore.
Apply external patches
You can import patches created inside or outside MPS and apply them as shelved changes.
In the Shelf tab of the Version Control tool window Alt+9, choose Import Patches from the context menu.
In the dialog that opens, select the patch file to apply. The selected patch appears in the Shelf tab as a shelf.
Select the newly added shelf with the patch and choose Unshelve Changes from the context menu of the selection.
Automatically shelve base revision
It may be useful to configure MPS to always shelve base revisions of files that are under Git version control.
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In the Settings/Preferences dialog Ctrl+Alt+S, select the Version Control | Shelf.
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Select the Shelve base revisions of files under distributed version control systems option.
If this option is enabled, the base revision of files will be saved to a shelf that will be used during a 3-way merge if applying a shelf leads to conflicts. If it is disabled, MPS will look for the base revision in the project history, which may take a while; moreover, the revision that the conflicting shelf was based on may be missing (for example, if the history was changed as a result of the rebase operation).
Change the default shelf location
By default, the shelf directory is located under your project directory. However, you may want to change the default shelf location. This can be useful, for example, if you want to avoid deleting shelves accidentally when cleaning up your working copy, or if you want to store them in a separate repository allowing shelves to be shared among your team members.
Open the Settings Preferences dialog Ctrl+Alt+S and select the Version Control | Shelf node on the left.
Click the Change Shelves Location button and specify the new location in the dialog that opens.
If necessary, select the Move shelves to the new location option to move existing shelves to the new directory.
Watch this video tutorial on how to benefit from shelves to be able to switch to a different task without losing unfinished work: