Numerical investigations based on a modified multimode laser rate equation model are reported that incorporate both active mode-locking and shaping of ultra-short optical pulses by linear Fourier-optical spectral filtering. At first glance, mode-locking and pulse-shaping seem to exclude each other, since mode-locking requires many longitudinal (axial) modes while pulse-shaping by linear-optical spectral filtering means suppression of many modes or even mode groups. Our results show that both features are possible simultaneously (even in the case with both an amplitude and a phase filter) due to the fact that energy transfer between suppressed modes, on the basis of spontaneous emission, can be strong enough for stable mode-locking. These findings suggest that the usually high signal loss for external pulse-shaping of semiconductor laser pulses can be circumvented by use of a pulse-shaping set-up internal to the mode-locking resonator; in this case only modes useful for pulse-shaping survive competition for inversion.