I tried changing the Baud rate using this tutorial and after I got the bluetooth shield in AT command mode I wasn't able to send or receive information from the bluetooth. The last thing i saw in the serial monitor was the baud rate changing to 115200. After changing the baud rate in my code I was not able to send information anymore. Same thing occurred to my HC-06 shield after putting it in AT command mode. I have tried changing it back to 9600, but was not able to successfully send the "AT+BAUD4" command, or any AT command for that matter. Is there a way for me to change the baud rate without using the arduino?