Despite the interesting mentions of umbrellas that Anthony Stadlen brought up, I feel sure the main reason Nabokov referred to Freud's "shabby umbrellas" is the following sentence and any others like it:
"The more striking and for both sexes the more interesting component of the genitals, the male organ, finds symbolic substitutes in the first instance in things that resemble it in shape--things, accordingly, that are long and up-standing, such as sticks, umbrellas, posts, trees and so on..."
Introductory Lectures on Psychoanalysis, translated by James Strachey, p. 190. Italics in original.
http://books.google.com/books?id=Sfz0l6WSqFgC&pg=PA190#v=onepage&q&f=false
This sort of simple decoding of symbols seems to be something Nabokov objected to particularly strongly, as in his comment on the comparison of tennis balls in Lolita to testicles, or as in Shade's comments on symbolism and Kinbote's laughter at Oskar Pfister's reading of symbols in Pale Fire.
Jerry Friedman is checking his post carefully for parapraxes.
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