GSM Shield does not connect

Hi there,
I am using a GSM Shield V2. For connecting I use this code:

boolean notConnected = true;
  // Start GSM shield
  // If your SIM has PIN, pass it as a parameter of begin() in quotes
  //InitGSM(PINNUMBER);
  //gsmAccess.begin(PINNUMBER);
  while(notConnected)
  {
    if(gsmAccess.begin(PINNUMBER)==GSM_READY)
      notConnected = false;
    else
    {
      Serial.println("Not connected");
      delay(1000);
    }
  }

It gets stuck in the begin method at this point:

// If synchronous, wait till ModemConfiguration is over
	if(synchronous)
	{
		// if we shorten this delay, the command fails
		while(ready()==0) {
			delay(1000); 
			Serial.println(getStatus());}
	}

getStatus() says 2 which means CONNECTING

but the commandError states "2 = Error. Incorrect state" (result of the "ready" function)

Anyone got an Idea what might be wrong or where I could continue my search?
Thanks a lot for your help!

check on the gsm power...i would suggest you power it with 9V instead of the Arduino 5V and check wheather the GSM Shield that you are using is supported by your country network .......

thanks.