well, the problem is not with the LEDs, the main problem is that the shield fails to establish a successful connection. I don't know if this is SPI connection problem or not! I tried several examples and all of them are compiled successfully but at the end the same message appear when I open the serial!
Which is the problem? In your first message you say that the LEDs aren't coming on and you're trying the list networks functions. That's normal as the LEDs don't light up during that function. Are you now saying that the LEDs come on but you're not getting a connection?
Does only the Error LED light up red? Do you never get a Link LED light up green?
I found with my WiFi connection I often needed to try more than once rather than the whole sketch dying after one try. I therefore modified the code:
int status = WL_IDLE_STATUS; // WiFi radio's status
int iAttempt = 0; // Attempt counter
void setup() {
// Setup serial monitor
Serial.begin(9600);
// Wait 3 seconds
delay(3000);
// Some declaring text
Serial.println("\nWiFi Shield - WPA Connection Testing");
}
void loop() {
while (status != WL_CONNECTED) {
// Attempt to connect to WPA network:
Serial.print("Attempting to connect to WPA network: ");
Serial.print(SSID);
Serial.print("\tAttempt: ");
iAttempt++;
Serial.println(iAttempt);
status = WiFi.begin(SSID, WiFiPass);
if (status != WL_CONNECTED) {
Serial.println("Couldn't establish WiFi connection");
// Wait 3 seconds before trying again
delay(3000);
}
// if connected :
else {
Serial.println("WiFi connection established\n");
PrintWiFiData();
}
Serial.println();
}
// Check and display the network connection once every 10 seconds:
delay(10000);
PrintCurrentNet();
}
I am very verbose in my serial output while testing as it allows me to see where I am in the Arduino and in my code. You can cut out a lot of that

You also don't have to keep track of how many attempts it took. I just like to do that...
After running this let us know precisely where the problem is: which LEDs light up or don't, which error messages display...