New Yorkers don’t like being told to remove their shoes, especially women whose high heels are the foundation of their entire wardrobe. At the all-white Fifth Avenue apartment of Wall Streeter Suzanne Murphy and investment-banker hubby Robert Albertson the other night, guests were told to shed their shoes. “I just spent $1,000 on Manolos, and I have to take them off?” wailed one woman. Others whined, “I feel short . . . I feel desexualized . . . I feel undressed.” Hampton Sheet publisher Joan Jedell summed up, “You might as well go naked.” The unshod included WPIX/Ch. 11’s Jim Watkins, Ambassador John Loeb, Barbara de Portago, Mitzi (widow of Frank) Perdue, Jonathan and Somers Farkas, Noreen and Peter Thomas Roth, Christopher Mason and Kate and Alex Donner.