Very few places have trails adjacent to roads that are intended for off road vehicles. If your town does not have existing trails next to the road then it is illegal to ride on the shoulder of the road.
where i used to live you could ride at a resonable speed as long as you were like 6 foot off the road. but every county city and state has different laws. check with the local law enforcement before riding.
im pretty sure thats illegal. its still part of the road. its not like a bicycle. ive tried that before and ive been stopped by cops so if you do it, go fast!! haha