Brian, I think what you are missing here is this page.http://www.shapeoko.com/wiki/index.php/GRBL
You will need to load your Arduino with the GRBL hex code that runs on the Arduino. (if you ordered the "Full" kit from Inventables the Arduino already has this pre-loaded.)
Then you will be able to use gcodesender to "stream" the gcode to the Arduino in turn the Arduino will send handle that code and control the GRBL shield that is plugged into the top of the Arduino.
If you have any other questions I'm more than happy to help you with this. I received a ShapeOko for Christmas so I'm fairly new, but I have mine up and running.