MrStoppable:
The serial monitor tries to connect 4 times then asks if I am including the bridge into my code.
That generally means that the communications between the sketch processor (the Uno in your case) and the Linux side (the shield in your case) is not working right. One cause is that the bridge library is out of date: Do you have the latest Arduino IDE installed? Did you try the IDE's library manager to make sure the Bridge library is up to date (even if you have just downloaded the latest IDE?) Have you added the Dragino board types to the IDE and are you using the correct board selection: http://wiki.dragino.com/index.php?title=Getting_Start_with_Arduino_Yun#Configure_Board_Type_in_Arduino_IDE
Also I can not do any of the in browser Arduino configuration such as "YunIp/arduino/digital/13/1" to make the built in LED light up, I get a message that says "Could not connect to YunServer 146 Connection refused".
You don't say so, but I'm assuming you've loaded one of the example sketches that supports that command, right? If so, it could be caused for the same reasons as above.
Sonnyyu - Is the leonardo that much better to work with?
I don't want to put words in sonnyyu's mouth, but there are some good reasons for using a Leonardo, the biggest is that is the same processor that is in the official Arduino Yun board, and will therefore require the fewest changes while trying to use it with the Dragino Yun Shield.
A big advantage to the Leonardo is that it USB support built into the processor, while the UNO uses a separate USB interface chip connected to the same Tx/Rx (pins 0 and 1) that are used for communications with the shield. This is why you must put the jumper on the Uno board, to disable the USB interface. Since the USB interface on the Leonardo is separate from pins 0 and 1, it does not need to be disabled - you will still be able to load sketches over the USB port, and you will be able to use the Serial Monitor to talk to the sketch over the USB, even while using the Yun Shield.
On the Leonardo, the Serial class talks over the USB port, while the Serial1 class talks over pins 0 and 1 to the Linux processor. The Uno doesn't have a native USB port, it uses the Serial class to talk over pins 0 and 1 to the USB chip. But in your case, the USB chip is disabled, so it is using that channel to talk to the Linux board - that's a significant difference: the official Bridge library uses Serial1, which is present on the Leonardo, while the Uno only has Serial. Therefore, Dragino had to modify the library to use Serial instead of Serial1 to talk to the Linux side. This is why it is critical to load Daragino's board definitions into the IDE, and to select the correct board type.