How can I install an electrical panel in my shed?
What you have is NOT legal and really should be corrected. You CANNOT have general use lighting and receptacles on 30A circuits, even with #10 wire. You also do need a means of disconnect at a detached structure.

You can use this feed to power a 30A-120/240V sub-panel using a tied two-pole 30A breaker in the main panel. This is only true if there are two hot wires, one insulated white and a bare or green ground. You CANNOT do this with only a 3-wire feeder.
You can use a small 100A main breaker panel being fed with the 30A feeder. The 100A main will only serve as the means of disconnect and the 30A breaker will protect the feeder wire.