Hi,
The attached link has some info on the federal gov tax credit program.
The closest thing I see is for storm windows. I guess the shades might be considered storm windows? They require that the U value for the storm window is 0.3 (evivalent to R 3.3) -- this would be a pretty good shade.

I guess if it were me, I'd try the manufactuerer and see if they think their product qualifies.

Most states also have tax credit programs -- check here:
http://www.dsireusa.org/index.cfm

Gary

Here is a link that might be useful: Fed Tax Credits for Energy Efic