Dears
Is it possible to send files (wav ,pdf, txt ...etc) from Arduino Connected to GSM shield to another Arduino that Connected to GSM shield too ??
What I thing is : Arduino with GSM shield could only (make , receive) X (call , sms) and has no such way .. Am I right ?
Hope someone could help 
If the modem supports GPRS then you have data access as well as voice. I don't know whether your shield supports that (and I'm too lazy to go look) but many modems do. You would have access to SMS in any case, and it would be possible to roll your own protocols over the top of that if you wanted. (It would be relatively slow and expensive.)