The shipper can call who ever they want to ship. I would guess it depends on what sort of deal YOU have with the broker. The broker will be the one mad at the situation, and could make it difficult for YOU. The broker may boycott the shipper for doing it, but the shipper won't care, cause they can call anyone. So if you depend on work from the broker, better re direct that call. The shipper is normally just trying to jump the list and get his stuff shipped first. ITs not about money. I'm not sure I would want to be apart of that, just bad karma and gets you a bad name. For what? One delivery? If the shipper offered you a contract with full time work, then it would be worth it, and wouldn't be breaking any karma or rules as such.
What mike said. If there is a clause about back-solicitation or a noncompete somewhere in a rate confirmation you've done for that broker in the past, it could be on you. If you got caught. Make sure you've read the fine print on every load you've ever booked with that broker.
My agent contract has a noncompete clause in it. If I were to open my own brokerage after leaving the office I work for, I couldn't solicit or move loads for any of our shippers for 2 years. I've seen posted rate cons online with similar clauses in them ; i.e. no contracts directly from shippers.
Unless there's a previous relation governed by contract. If you've pulled a brokered load from that shipper previously, then you must abide by any contractual agreement you have with the broker. Unless you don't give a ****, and have lotsa money to throw away on attorneys.