I simply cannot make it work.
I've tried to find helps online, found this post:
http://arduino.cc/forum/index.php/topic,58546.0.html
read quite a number of posts on Arduino forum, stackoverflow, and linksprite's forum, but still couldn't find the problem with my shield.
One thing I notice is, those who said the shield works, they said the LED is red. The LED light on my cuhead board is always green. What does it mean?
If I remember it correctly the LED turns red when the shield successfully connects to a router.
As you hae allready discovered the CuHead is not the easiest shield to work with. The CuHead is a clone of the Asynclabs WiShield and the original sources and instructions are still online on the Asycnlabs site.
Perhaps posting some code would help 
To my experience, the major problem in making the Cu Shield to work is actually the router (or access point. I'll be reffering to it as "router"). Namely:
Physical Connection:
Software:
Let's assume you are not using Mega. If so, download the WiShield library - the latest (ver 1.3.1) seems to be the one from Rugged Circuits, and it is compatible with Arduino IDE 1.0.x. The link to the library is at http://ruggedcircuits.com/html/yellowjacket.html, scroll down to Software... Unzip and save the library in your user-provided libraries folder (on my PC, it is at My Documents => Arduino => libraries
Test:
Start the Arduino IDE, and load the SimpleServer example (File => Examples => WiShield => SimpleServer. Now pay attention: set the IP Address to what you want for your WiShield. Provide router's SSID, and select the security model currently running on your router (none / WEP / WPA / WPA2 - "none" is the least secure, and WPA2 the most secure of the four); provide passphrase (if WPA/WPA2) or the key (if WEP). Upload and look at the LED on the WiShield. IT TAKES TIME! In my tests, it takes 3 - 7 seconds for the LED to light up for none or WEP security, and some 30 s for WPA or WPA2. If the LED is lit, open the web browser on the PC, and type in WiShield's IP address (the one you used in the Arduino sketch). If everything is OK, "Hello World!" will be displayed.
Troubleshooting:
You are reading this probably because the "Hello World" from the end of the previous paragraph did not come up, right :). Well, let's do some simple checks:
int led = 13; to int led = 9;. Upload. LED on WiShield blinking? Yes? Good! You can breathe now, you did not burn $100 worth of gadgets 
Load back the SimpleServer example, and read back the first sentence from the top of the post - it is probably the router issue.[/li]You think it's the router? Well, you mightvery well be right! First double-check all the router settings (are you by any chance running the WiFi isolation? Is the IP address you want for the WiShield in use? Have you reserved it for another device? Is the IP address in the router's allowed range? (My router defaults to 192.168.2.1 to 192.168.2.100; assigning 192.168.2.101 to WiShield won't work unles I change that default range). All that checked, go check asynclabs.com, there is a list of access points verified to work with CU head's MRF24WB0Mx, and those that are verified not to work.
Hello mister.
Fisrt, You must understand that there are 2 LED on the Cuhead. If you are using Uno, there is the North West green LED that is neer the power Jack of the Uno. The red LED is south east near beside Pin3 right north from the 2 jumper at the bottom of the Card. The green LED will never turn Red.
Second, have you downloaded the latest version of the librarie? The one name usercontribution? This is the one you must use to work with the Cuhead without headhake.
Third, You must comment and uncomment the proper option in the .h file name apps-conf.h, that you can find int the root of the folder Wishield in the library folder, so you get it to work with what you want to do. If you can't find the Wishield folder in the library folder, then you must drop a copy there.
Last, I can garenty you, unless you have blown you cuhead, that the shield does work. I made it work any way.
I don't know if this has help, ask me more specific question and i'll try to help you Have a good CupperTime
Oh and 2 more thing's
First, you will have to reset the shield every time you copy your code to the Arduino, by pressing the little reset button on the CuHead shield...
Second, it's a interesting fact for advance user. If you Input Pull-up Pin9, if you haven't remove the led Jumper, you can write a routine that will detect that the CuHead has not been connected for some time and reconnect, That would be good if you UNO is hooked on battery but not you internet sharing box, and let say maybe the sector goes down, when electricity come back you Arduino reconnect.
Since the red LED mean's connected, I found other utility that I wont talk about here, but any way. Have fun.
Yep that's pretty mutch what I had to say about the CuHead so far. Cool board and not to expensive.