no modem answer

I just installed the GSM Shield 2 on my Arduino Uno.

I'm running the Test Modem code and I keep getting the "ERROR, no modem answer." message, meaning modem.begin() has failed (?).

Is there any way I can debug this? I just have no idea where to go from here and need some guidance.

Thanks!

EDIT: Funny, just tried Send and Receive SMS examples and those both work. What gives? So the Getting Started guide actually got me stuck on the first step.