From the RF point of view, the shield can be modeled as two conductors, the internal shield (the real shield, this is, ground) and the external shield, who is really far to be ground. In this way, your dipole has 3 arms, the two from the dipole and the coaxial cable shield (external face).
Many times the coaxial is too long that represents a high impedance and a low effect on the dipole, but others, it presents a low impedance and radiates. This can cause serious RF feedback in the shack, TVI problems, among really poor lobules and directivity in the dipole pattern.
To prevent all these effects, a balun is needed. A balun is only a RF transformer. You can build your own balun, is quite easy. Use a ferrite bar from a AM receiver or better, a toroid. Turn all the coils at the same time and connect them properly as you can see in the above diagram. The most common balun for a dipole is the 1:1 ( the one at the left ), but a 4:1 balun can be useful also for wire antennas.
Make six turns of wire around the toroid and keep al wires parallel between them. It's an easy process that can be done in a few minutes. Use a wire according with the power you will use. Pay attention to the toroid you use. Use only a good RF toroid. Many surplus toroids are from switching power supplies or telephony equipment and are not usable in the HF range. In case of doubt, test the toroid. Use a dummy load (50 ohm for 1:1 and 200 ohm for 4:1 balun) and connect it to the output.
1:1 balum wiring diagram
4:1 balum wiring diagram
I can't warrantee the balun will work with all the power you will use. For up to 100 watts, there must no be too much problem with any good made balun, but higher power will require another kind of toroids or ferrite bars. If you made your balun with a ferrite bar, remember all coils are turned on the same bar! A stripped ribbon cable can be quite useful for QRP, and cooper insulated wire for higher power levels.
Playing with my very first balun I learned a HF dipole NEED a balun. If you never used a balun, build one and play with it, you will be as surprised as I was!