Yup. Been there, tried that. Only marginally successful unfortunately.
I keep repeating this advice because I totally missed one point when I purchased then CuHead WiFi shield. I did not look too closely into what library the device was associated with. It is a clone of the Asynclabs WiShield. Asynclabs is out of business and while the site is still up there is little to no development going on for the library.
For my own project I am using a standard Ethernet shield ( well actually its a Teensy++ and a WIZ512 WiFi module) so I can use the Arduino Ethernet Library. Many other libraries use the Ehternet library. In case of my project it is the Bonjour/DHCP library and ArdOSC.
The Ethernet shield (WIZ512) is connected to a little TP-Link TN WL703n pocket router. This allows me to use the Ethernet library and all the libraries that depend on it. Perhaps you want to use a different router, e.g. The tplink 702n or 3020 because the all Chinese web interface to configure the 703 is a bit of a hassle. If you intend to run it in an Access point configuration anyway then that may not be of any concern.