What a shame! - Tradução em português

Take a look at this conversation I had with one Hungarian man:

Tiago: My broadband connection here is really bad, we can't talk right now. Would you like to set up a time to talk?
Hungaro: well my time is not fixed .. it changes from time to time ...
Tiago: hum, what a shame!
Hungaro: shame for what ?
Tiago: We can't set up a time to talk.
… I mean
… how do you say "pena" ?
Hungaro: is not a shame Tiago ... life works in this way
… what a sorrow !
Tiago: I think you miss understood me.
Hungaro: you use shame when a bad person has done something wrong
Tiago: No, i didn't mean that
Hungaro: ok no problem
Tiago: My dictionary translates the whole expression "what a shame!" to something like "what a pity!" you know?
… I thought it was the same
Hungaro: bad dictionary
… no is not
… but no problem

I saw that "what a shame!" could be "que pena!" on the Longman dictionary. I've never seen something wrong with that dictionary. Is that really wrong?

I'm pretty sure the Hungarian translates "what a shame!" to "que vergonha!". I didn't mean that! I was trying to say "Que pena!".

So, who was wrong, the dictionary or the Hungarian?

Thank you very much indeed!