GSM Shield will not connect.

I am trying to send a SMS Message using an "Arduino uno" and "GSM shield 2". I'm starting using the Band Management by going to File > Example > GSM > Tools > BandManagement. When attempting to change the band I receive the following. "Error while changing band". I also tried GSMScanNetworks and nothing happened. I tested the Sims card by using it in a phone and it sent a message.

Does anyone know the problem. I am new to the GSM shield. I want to send an SMS message.

Thanks