LED On and Off with SMS , Arduino UNO / Shield GSM / GPRS

hello I 'm starting in Arduino , I need help I have to turn on and off a LED with an SMS for I am using a Shield GSM / GPRS Arduino UNO iComSat and I found this code on this page ; and went up the code to Arduino and nothing happens please what to do.
the page is this :

I did this with the WiFi shield, Ethernet works well too. I don't like the idea of paying monthly fees to use SMS.