Hi Riann,
So, here is the relevant text from their Wiki page:
Power on/off by D9
Unsolder pad JP default. Solder it if you wanna use software to power on/off the GPRS shield. Set the D9 to a high level, it means the button is pressing.
The pad of JP besides the ISP port.
It sounds like you have soldered the pad "JP" and everything else looks correct... Unfortunately there is no schematic or detail beyond the basic instructions--so let's go into "troubleshooting" mode here.
A few questions:
1. Is pin D9 (software power control) designed to work with 3.3V signals (from Netduino, Arduino Due, etc.)?
2. If you connect a resistor between the 5V header and pin D9, does the board reset? [This would effectively pull pin D9 high; you may need a fairly strong resistor if it's trying to overpower a built-in pull-down resistor.]
3. Is there a "power control" physical button on the shield that does the same thing you're trying to accomplish? Does it work when you press it?
Chris