Control Simple Led with GSM/GPRS Shield

Hi there guys
I'm trying to Control an Led with my GSM/GPRS Shield as shown here:

Newbie warning XD

The project isn't set up, so i'd really appreciate it if I could get the exact Project layout as well as a code.
I also want to know, how do I connect my pc to the Arduino via the GSM/GPRS shield without any USB/wires attached?

Thanks guys