GPRS Arduino Shield help (SIM900)

I have run out of ideas on how to simply send an sms message to my phone. I have tried many of the example sketches on the web, but none work for me. I believe that I am not doing something very basic, but not sure where to look. The SendSMS example, for instance, loads and compiles fine, prompts for a phone number and sms content, but nothing gets sent. Can someone suggest a good starting point or a step by step? Thanks for any help.