ばか！バカ！　馬鹿ー月！

I'm having a lot of trouble figuring out how to deal with the しまう ending on statements in Japanese. I understand that it adds an indication of regret with regard to the action it refers to, but I have no idea how to effectively use this in english. By the textbook, I could just add regrettably or regretfully to some appropriate part of the sentence, but it gets used so often in some stories that it would start sounding really odd in english.

How do the rest of you handle this in your translations?

For me, it depends. I'm pretty liberal these days, so sometimes I drop it out of laziness or needlessness. Sometimes I use "ended up doing such and such". Sometimes I add other words at other places of the same sentence to convey the 'unintention' / 'regret', and these words may not even explicitly mean so, but they implicitly convey the meaning. As an example of something I just translated:
何度も夢に見て、何度も思い出してしまう、あのトラウマになった日と。
That traumatic day which I had seen in my dreams again and again, a day which I could not help remembering again and again.

Also, note that しまう sometimes just mean 'finished' without the indication of 'regret/unintentional' whatsoever. E.g:
この運動は、一気にやってしまう必要はありません。