How do I cycle a 10 gallon with tail shrimp?

I put two cooked shrimp (in a little tied up stocking) in my 10 gallon about a week ago, after about 3 weeks of feeding the tank which never seemed to work. The ammonia is up to about 5.0 ppm, but no nitrites yet (using api liquid test kit). This process is so long! How much longer until nitrites show, nitrates? Do I keep the shrimp in there until it's completely cycled? It's starting to smell bad! :( Will the smell go away after the shrimp are taken out?