No cellular network connection with sim900 shield for Arduino Uno

I've bought a Geeetech GPRS SIM900 shield. After installing a prepaid SIM card to the shield, I've stacked the board on top of the Arduino Uno. It gets power from Arduino, but that's all.
PS: The SIM card works OK in my mobile phone. A PIN code is needed.

When I pressed the shield power button, the red led goes up, which indicating power is on the SIM900. The green led starts to blink. The blinking frequency indicates that there's NO connection to the cellular GSM network.

I've been looking on the internet, but I can't find anything useful which describes how to get network connection.

What are the next steps to take in order to get the shield connected to the GSM network?
Can somebody help me with a list of actions that I should take to get the shield working?
Thanks in advance.