How can I stop gsm.begin()?

Ok, adding this line: gsmAccess.shutdown(); the module should be off, it is not?
In my case not work. Any other solution?

  unsigned long myTimeout = 3000; // YOUR LIMIT IN MILLISECONDS

  unsigned long timeConnect = millis();

  while((millis() - timeConnect) < myTimeout)
  {
    if(gsmAccess.begin(PINNUMBER, true, false)==GSM_READY)
      Serial.println("Connected");
    else
    {
      Serial.println("Not connected");
    }
  }
  gsmAccess.shutdown();  /FOR SHUTDOWN MODULE