Perhaps: "I am still surprised" or "I remain surprised."
It has the same meaning, but in Indonesian your English sentence would be more like this :
'Saya masih merasa kaget'
The current English translation is a líteral translation.
'rasa kaget saya' = my feeling of shock/surprise.
'belum hilang' = not gone yet.
'belum' is used as a negation in this sentence.