Theres already been a rear shock thread for divvie 600 recently. But Im thinking of using one from a R1 or R6 or something similar. Is there any reason why I shouldn't. Im geussing if I get it setup proffesionally there shoyld be no problems right?

Depends on the fixings, the length of travel and the spring rate...if these are all ok then no worries if one of them is out it won't work properly and could even be dangerous

The only thing I know about a rear shock , is the one I get in the mirror

But if I had it done by a pro it should be ok right?

if you buy a ohlins or similar for the XJ it would be a lot better, Ohlins are part of the yamaha group BTW
the XJ back end is a lot more primative than an R6 and i'm sure the shock is a lot longer
my FZR has one its the best rear shock i've ever had on a bike

You can't just sling any old shock on there, you need a type specific one.

As said above Ohlins are excellent but not cheap

This is what I got. Not to bothered if its no good as Im sure I can get my money back easy. Shock.

I'd love an adjustable ohlins but they just are'nt cheap.