GY-521 I2C connection

I have been following along with multi copter. I have my gyro installed same as his but the
Arduino is not reading it. The light in the gy-521 comes on so power is getting to it. It is installed as followed:

Vcc to 5v, gnd to gnd, scl to A5, sda to A4.

It is saying that the device cannot be found. It is searching with who_am_i (0x75) and the address it is searching is (0x68) for the gyro.

Any help is much appreciated. Could I have burned the gyro while soldering?