Hi there:
I fllow the wiki,try the Demo 1,for the Demo 1,there has some notic,when you are download the Music v1.2.zip and uncompress it under the arduino-1.0 lib floder, then do not download the Demo 2 's lib,just say Music v1.2 and MusicShieldNewSDLib can not be in the same Lib floder.
After that,I open the example,and download it to my Arduino UNO R3,the first time,it do not work,just like yours,green light is light,not blink,red light is not light.And then,I turn of the power,and plug the USB Cable in again.It;s work,palying the nice music.
You can try it.