Arduino with GSM shield

Development Tools IDE 1.x
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Hi
Just got my first Arduino, and a GSM shield to play with.
Shield just arrived today and it has Female headers. How are you meant to plug it in to a Uno board? There are pin holes next to the headers, are you meant to solder Male headers on to the shield and then plug it in?
Thanks in advance for your advice
Mike

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Thanks for the quick reply.
I got it on Amazon:
https://www.amazon.co.uk/dp/B075P1B64Q/ref=cm_sw_r_em_apa_gCJBAb54TM9TE
Cheers
Mike

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Thanks for this - time to order some then, or get them from Maplin tomorrow!
Is there a reason why this shield, and probably others come with the headers to allow yoi to plug other shields in but not with the pins to actually plug it in to the Arduino? Seems the wrong way round to me, wouldnt it be better to allow you to get on and use your shiney new shield, and then if you want to stack them, then solder the heasers on!
Thanks again for helping
Mike

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Hi Mike

I want to be able to send and receive SMS messages using an Arduino shield so interested in knowing if this GSM shield will work. Also if it does what UK SIM did you use?

Thanks in advance.
Harshna