That's sad the indoor skiing place in Shanghai was shut down for a long time (cuz it can't make money!)
The nearest one would be Qiaobo(http://www.qbski.com/sxqb/english/index.asp
) in Zhejiang Shaoxing. It's like 125 miles away, 3 hours drive. It's still an indoor one, but I believe it has a small jump and a few rails(at least the one in Beijing has).
If you do want to shred, take the train from Shanghai to Beijing, only 5 hours! Then hit Nanshan---the best park terrain in Beijing, or drive/carpool to Chongli(where the winter Olympics will take place) about 150 miles up north.
Or, simply hop on a plane, go to the northeast, Beidahu, Yabuli etc.