Hi,
I have the same units and mine worked fine without updating any firmware.
Things to check
Your jumpers are in correct position. This depends on what you are doing are you sending serial info through a terminal or are you trying to do it through code?
When you turn the gsm unit on does D2 stay red? does D1 blink green every 3 seconds or is it blinking every second?
Which Arduino version are you using 1.0 or earlier? This matters as most of the example code on the wiki is relevant to earlier versions to 1.0
Have you mounted the board correctly the pin closest to the aerial output should go into RX the rest will then line up so digital pins 0 through to AREF should be connected and on the analog side reset through to A5 should be connected.
Let me know once you check all of these and i will try and help a bit more if I can