You need to bear in mind that when it refers to 'data transmission', this could mean basic communication with the mobile / cell phone network. It's up to you but all the modem cards for Arduino recommend 2 amp power supplies. I use a three amp and run the Arduino and peripherals from the one supply.
Anyway, it would appear that you are trying to communicate with the shield using pins 0 & 1, whereas the shield is expecting you to communicate via pins 2 & 3!
Try adding the line
SoftwareSerial GSM(2, 3);
and then change every instance of 'Serial.' to 'GSM.' and then try it.