Gsm/Gprs Arduino Uno Shield Setup Challenges

Hi Every One
I have just bought this shield, very excited to send my first sms and then go on to the more complex configurations, but first, after copying example code from the arduino website under GSM library., and connecting my shield to arduino and uploading the sketch, the serial output says not connected repeatedly in a delay of 1000.
I know why, as the value of GSM.begin(pinnumber) is 0 and the value of GSM_READY is 3. So obviously the processing behind the scenes are calculating correctly to give me those two values BUT, I have tried to Google support documents but can't find it. What does it mean when GSM.begin(pinnumber) = 0 and GSM_READY = 3? Where can I get this info and what error does this indicate?

Thanks for the help.

The code says
If (GSM.begin(pinnumber) == GSM_READY) etc etc.
This statement resolves to false because the values 0 and 3 respectively. But for me to continue troubleshooting I need to know what these values indicate and what must I do to get them equal

Sorry for posting in the wrong section! :~
Any one have any pointers for my first two posts?

Thanks