Wifi module for arduino shield

Recently I bought a B006RATC2E wifi shield for my Arduino One, but didn't notice that I had to buy a wifi module as well to let it work (bad surprise as the shield already cost me $30 + travel expenses to CR). Could someone be so kind to suggest me some affordable wifi modules for the shield?

I'm kind of newbie in this and when I search specs for Adafruit and XBee modules, the documentation is not explicit about the compatibility with Arduino shields, so I'm stuck.

I don't want to buy components that would't work together (my budget is limited). Is XBee XB24 a good module for the shield? Any other alternative?

Thanks in advance for any help!

Looks like an XBee format WiFi module will cost about $35 to $40:

If you want a low-cost option the $5 ESP8266 WiFi modules are popular. They are not XBee compatible so they won't work directly in the socket on that shield. This guy shows how to make an adapter to fit the ESP8266 in an XBee socket:

Many thanks johnwasser, worked for me, along with this tutorial: http://www.prometec.net/arduino-wifi/