wildbill:
How did you test it?
I've been checking the current baud rate with the "NMEAdiagnostic" example code. Tried to post it here but it exceeds the character length sorry, it runs through each normal baud rate checking which it is.
As above, when the unit (just the Uno with the GPS shield) is powered the baud is at 9600. I still have to use the code in the original post to change it.
When I'm testing new code like those in the replies, I will upload it, wait a second just in case, then upload the diagnostic program to check the baud.