Arduino GSM Shield not responding?

Hello I´m also new in the arduino-world!
I also want to use the arduino mega bord 2560 with the gsm/gprs shield but it doesn`t work.

I think there must be a problem with the sim card connection, because i tried the whole process (upload the programm, sim card with no pinnumber, serial monitor......wait) without sim card and arduino didn`t recognise a problem.

Here a shortcut from the gsm library:

if(gsmAccess.begin(PINNUMBER)==GSM_READY)
notConnected = false;
else
{
Serial.println("Not connected");
delay(1000);
}
}

Serial.println("GSM initialized");

This program should tell you that you have connected or not, but it doesnt!!

It doesnt tell me anything in the serial monitor!

So i hope someone could help me/us because i have tried everything i could with no result.