Unfortunately I don't have an official shield, and it doesn't look as though I'm going to get one soon for a sensible price! So all I can suggest are the usual suspects:
Remove the pin number from the sim card.
Check that the sim card works in a phone, and where appropriate has credit on it.
You are using a substantial (2amp) external power supply for the shield?
Use a program like SerialRelay to try communicate with the shield, just get it to reply to an AT command before trying to send or receive anything.