This is a matter of tonicity. The tonicity of a cell is the osmotic pressure difference between the inside and the outside of the cell. The cell membrane is a semipermeable membrane that cell allows water to pass through it in either direction. When the osmotic pressure is balanced, this is called an isotonic state.
When a freshwater organism is placed in a saltwater environment, the concentration of water is greater on the inside of the organism's cells than on the outside (due to the salt dissolved in the water). Since osmosis naturally transfers water from areas of high concentration to low concentration, this means that the water will exit the cells and leave the organism for the saltwater. This state of tonicity is called hypertonic
So the cells of the freshwater organism would lose water and shrink if placed in a saltwater environment. This action is also called the same reason that cucumbers become pickles when placed in saltwater.