They have commited crimes and violence in the name of Hitler. Peacefully act as a party, but commiting acts of violence for your party should not be allowed. Democracy is needed, and that also includes a rule of law that is enforced, and putting these criminals behind bars with their swastikas.
No, the Greek party the Golden Dawn should not be shut down, because every country needs to have an open and honest communication about their country and their political interests. The country should not stifle one group's free speech, as onerous as it is, because it becomes a sliding scale where everyone's free speech is threatened.
In order for a democratic system to function properly, people have to be free to form and belong to any political party. The purpose of open debate is to allow people to express their opinions and defend them. Shutting down a political party for any reason stifles public discussion and creates a non-democratic environment.