I created a program that just shows me the output from a sensor on the serial port. It doesn't matter which mic I attach, all I see is an output that varies consistently between 279 and 301. No response to sounds of any sort.
It looks like they both should work, but I don't see a schematic or datasheet for the RobotShop board.
You should probably get yourself a multimeter. That would allow you to measure the voltage at the Mic-board output, or the Arduino input. (Here in the U.S. you can buy a multimeter online for about $10 USD.)
Make sure you have power to the mic, and that the mic ground is connected to the Arduino ground. The Sparkfun mic board is biased to 2.5V, so you should read about 512 with little or no sound. With sound, the readings should jump around above & below the 512 bias. From the description, it looks like the RobotShop board should read zero with no sound.
To test the Arduino and your sketch, you can try removing the mic board and connecting the analog input to 5V. It should read about 1023. With the analog input grounded, you should read around 0.