Are you communicating with the sensor at all ?
First things first, use the i2c_scanner : Arduino Playground - I2cScanner
At the sparkfun page SparkFun Tri-Axis Gyro Breakout - L3G4200D - SEN-10612 - SparkFun Electronics
is a link to a bildr tutorial.
You could try that, but I think the code is wrong.
There is a small error in that code, since it waits for Wire.available() and that is not how it should be used.