EFCom GPRS/GSM Shield

Well I followed the tutorial at:
http://www.elecfreaks.com/wiki/index.php?title=EFCom_GPRS/GSM_Shield

but I do not believe that the shield is connecting to my network, ie. I do not see the flashing light they mention every 3 or so seconds.

I just see the solid pwr LED. Anyone have one of these?