If people didn't paper their bathrooms, I'd be seriously lacking in work. There are adhesives that are made for papering bathrooms, and usually it's the prep that determines wether a paper peels.
Roman Adhesives makes a paste for bathrooms. Go to your paint/wallpaper retailer, they should be familiar with it. Also use Roman's "Pro 977" wallcovering primer. When your finished with papering, set a small bead of caulking along the top and edges of the shower, smooth it down with your finger. That should keep your paper from peeling.