R’ Tzadok HaKohen of Lublin explains that the purgatory one experiences for his sins in the afterworld is the scalding embarrassment of having to face the truth of his mistakes in life.  Much like being forced to watch a film of everything he has done wrong, he will have no choice but to hang his head in shame.  For this reason, the Talmud teaches: “He who commits a sin and is embarrassed by it is forgiven” (Berachos 12b).  The profound sense of shame is in itself a form of the “pains of Gehinnom” that an unrepentant person will eventually suffer for his misdeeds. ~ The Pierkei Avos Treasury