GSM Shild, gsm.begin("4515") no answer

Hi
Im new in Arduino Programming, but i try to connect it with a gsm sim shield. I tried the SMS receive example, but I didnt get a answer when I tried

gsm.begin("4515")

I found a lot of forums where people where asking this, but no good answer.

I hope somebody has solved this Problem.

Thank u

Which shield, what error?