At the beginning of story level 5, talk to Rikku's brother. He will ask you five things. Choose the first option twice and you will go to a hole inside Shiva's temple. Keep going down and you will find Shiva. She is quite weak, but there is one thing she can do. She will use Heavenly Strike on you. When that happens, your character will be frozen and will not be able to move for about four turns. Try to level up a lot and use Haste because she is very fast. Have someone cast Shell and Protect so that the damage will be reduced. When that is done, keep hacking at her until she dies.