MathiasVDA:
Actually, the shield just returns nothing...
Dear MathiasVDA in order to see a reply from the GSM modem forget Software Serial! 
First of all write: GSM gsmAccess(true);
Now you will be able to see all the AT Commands exchanged from the ATMega and GSM Module.
If you want to send your own AT Command please use this format: theGSM3ShieldV1ModemCore.println("AT+CCLK?");
MathiasVDA:
It's for a different gsm shield but the principle is the same I think. I guess all the elements are there to cover the UDP part, except I still have that problem with recieving the answer to my AT commands...
The concept is correct, only the AT Commands are different: the right ones to be used for the Quectel GSM module are in its reference manual: http://arduino.cc/en/uploads/Main/Quectel_M10_AT_commands.pdf