"cellphone" shield?

Yes I have a "Cellular Shield with SM5100B" and got it to work.

There's two possible problems (I had both). The Baud Rate Being mis-configured and current draw too great for USB.

Baud rate problem - (the problem & fix that I put on the comments in the sparkfun product page:)

Problem:
The default baud rate (for the SM5100) was set at 115200; this is also the factory default as stated on page 24 of the AT command document. Sparkfun is supposed to be setting them at 9600 during production. Not sure if this is problem is only on my board or the whole batch.
The shield's solder jumpers configure it to use pins 2/3 for the SM5100B's output, which requires using Softserial
The sample sketch included, uses 9600 baud for communication with the 5100 (instead of the 115200 that the module is configured at).
Softserial CAN NOT receive at 115200 baud (so simply correcting the sketch to the correct baud is not possible)
Therefore the Arduino does not see any serial traffic from the 5100.
(because its at the wrong baud rate, but even if connected to the correct baud rate 115200, it wont work due to the baud limit of SoftSerial).

Fix:
Connect directly to pins 2/3/gnd with any serial TTL connection (FT232 breakout, FTDI cable, etc...)
Connect at 115200 baud, and you should see some commands output by the 5100 ("+SIND: 4", etc..)
type in this command to reset the baud rate to 9600: "AT+IPR=9600"
It should respond with "OK". (This setting is saved in non-volatile memory.)

Current Problem -
The 5100B draws more current than the USB port can deliver, so you have to hook the Arduino up to an external power source in order for it to properly run.

If this works, you might want to also want to post in the comments section, so sparkfun is aware that others have this problem too.