Having troubles with AT commands

I'm using an ITEAD 3G shield with an UNO. The other day, I was able to use the online command tester to have my shield send an SMS. At that point, I thought I had hit a milestone and shelved my project for a week or two. Today I came back to it, and I can't for the life of me get the shield to reply with an OK, or do anything else for that matter.

The shield apparently comes with the baud set to 115200, but any attempts to set the baud to something a bit slower, like 19200, haven't been successful.

Is there a good sketch to use for testing shields? Can anybody give me a step by step tutorial to tell me what to do next?

Try a program called SerialRelay to interact with the shield to test it.

Can you provide a link to the shield?