First off, forget using 9 volt batteries for anything sucking power - e.g. a motor shield - the battery cannot deliver the power needed. You better get a battery holder like this: http://www.conrad.com/medias/global/ce/6000_6999/6100/6150/6155/615587_LB_00_FB.EPS_1000.jpg
and stick 6 AA-cells in that.
The L-led is the pin13 LED. You must have some code that controls pin13.
// Per.