Juliet asks how Romeo got into her place.  The orchard walls are high, and Romeo’s life would be in danger if her relatives were to find him there.  What is Romeo’s response to these questions? 
"With love's light wings did I o'erperch these walls,
For stony limits cannot hold love out,
And what love can do, that dares love attempt.
Therefore thy kinsmen are no stop to me." (II.I.72).
Romeo says that love made him determined to climb over the tall walls to Juliet. When he says that "love's light wings" helped them over the wall, I think he was relating that to Cupid's wings. He then says that love is very daring, and if one can attempt something for love, then that person in love will do it. Love will not stop the kinsmen from hurting him he says.

Why is Juliet embarrassed? 
Juliet is embarrassed because she thought Romeo wasn't listening to her. She wanted to be shown as a modest woman, but now that Romeo has heard he speak about him, she as shown to be immodest. Juliet is also unsure if Romeo loves her also, so she doesn't know what his reaction might be. She says that she confessed her true love in front of him, when she was still unsure. She was embarrassed because her dark secret of the love for Romeo was reviled.