Gsm Shiled arduino with mega 2560

hi all

i have gsm shield arduin and i connect with the arduino mega 2560 and i followed the guide to use gms with the arduino mega 25 60

i put my on sim card that work in my area iraq - kurdistan it is ok ? can i use any sim card available in our area ?

and i tested the GSM library example send SMS but it shoud up the Message " Not Connected" and the LED status is "Orange" ! and the net LED is "Orange" and blinked all time

pleas help thanks