Bring a large pot of water to boil. While the water is heating, prepare a large bowl with ice water. Add shrimp to the boiling water and keep on the heat until just barely cooked through, about 3 minutes (it's okay if the water doesn't return to a boil). With a slotted spoon, move the shrimp into the cold water bath to stop the cooking, and allow them to cool for a few minutes.
Dry the cold bowl that the shrimp were just in, and then add the cream cheese, dill, garlic, salt, and pepper and stir briefly. Gently fold in the cucumber and shrimp until evenly coated. Do not over-mix.