Thanks for the reading material - I had seen several of those postings before I submitted my post (I always try to search before I create a new topic).
The status of the situation - the Wifi shield can't respond to client requests without first joining another network - is clear. However, my question is whether this is a satisfactory situation and whether this will change in the future. In my relatively short experience with the Arduino, they seem very suitable for real world situations where they can operate by themselves - WITHOUT the need to depend on an external computer / router / etc.. Program them up, provide them with battery power and we're off to the races. It's disappointing to see that this "official" Arduino shield apparently can't operate in this fashion.
I've done a couple projects using the LCD shield and buttons for my HMI interface, which works, but..... Now I want to go to the next level and interact with them using my iphone.
From the posts, it would appear that the only good way to do this is to use some sort of external router - this one https://www.google.com/search?q=TP-Link+wr702n&aq=f&oq=TP-Link+wr702n&sugexp=chrome,mod=4&sourceid=chrome&ie=UTF-8
seems promising. Now I just have to get the DC/DC converter to power this from a DC battery source.