Arduino UNO and GPRS shield v2.0, issue with AT commands


I would like to do some basic stuff with Arduino UNO and GPRS shield v2.0 like sending an SMS. So I started to follow the instructions on the page Arriving to the point number 5. I can’t actually see any of the messages on my serial monitor confirming that SIM900 has joined a network (there is a red LED on and a green one blinking with a period of 3 seconds nevertheless). After, when I am trying to execute an “AT” command on the serial monitor, SIM900 responds with “OK”, like it should be. Also I can change the baud rate with a command “AT+IPR=19200” or to reset the module with “ATZ”. But the issue is, for almost every other command I send, SIM900 returns “ERROR” (for example AT+CMGF=1).

Could anyone please explain the problem I have? It’s quite a long time I am stuck with and can’t go further. Thanks!