There are pull-up resistors for SDA and SCA?
Also provide a link to the datasheet of the module (mainly to check if it is an Adafruit module or not): Regarding I2C there are two variants and only one of this hardware variants will work with the Adafruit libs. U8glib supports both hardware variants (see the topmost entry on the U8glib gallery page: Google Code Archive - Long-term storage for Google Code Project Hosting.)
From a software point of view I can only speak on U8glib...
Oliver