Arduino GSM Shield NET and STATUS led turn off after a few seconds
SOLUTION:
To solve my GSM shield issue, I connected a 9 V battery to my Arduino as a supply instead of using my Laptop's USB cable (and I also tried a 12 V supply as well). Thankfully, it did work. In the case that that it does not work (after uploading the program), click on the 'restart' button found on the GSM shield. You can find the type of sources that I used to supply my Arduino &amp; GSM shield in the image posted below. IT IS IMPORTANT TO MENTION THAT THE FOLLOWING PROGRAM WAS IMPLEMENTED TO CHECK IF THE GSM SHIELD IS WORKING (I tried the "GSM Networks Scanner" program that I have mentioned in my question initially, but it did not work and it was not necessary anyways. So, I used the 'GSM SMS' code directly and it worked fine) 

This is the code that worked out with me:

#include &lt;GSM.h&gt;

#define PINNUMBER ""

// initialize the library instance
GSM gsmAccess; // include a 'true' parameter for debug enabled
GSM_SMS sms;

// char array of the telephone number to send SMS
// change the number 1-212-555-1212 to a number
// you have access to
char remoteNumber[20]= "Replace this text with a mobile number instead";  

// char array of the message
char txtMsg[200]="Hello World";

void setup()
{
  // initialize serial communications
  Serial.begin(9600);

  Serial.println("SMS Messages Sender");

  // connection state
  boolean notConnected = true;

  // Start GSM shield
  // If your SIM has PIN, pass it as a parameter of begin() in quotes
  while(notConnected)
  {
    if(gsmAccess.begin(PINNUMBER)==GSM_READY)
      notConnected = false;
    else
    {
      Serial.println("Not connected");
      delay(1000);
    }
  }
  Serial.println("GSM initialized");
  sendSMS();
}

void loop()
{
// nothing to see here
}

void sendSMS(){

  Serial.print("Message to mobile number: ");
  Serial.println(remoteNumber);

  // sms text
  Serial.println("SENDING");
  Serial.println();
  Serial.println("Message:");
  Serial.println(txtMsg);

  // send the message
  sms.beginSMS(remoteNumber);
  sms.print(txtMsg);
  sms.endSMS(); 
  Serial.println("\nCOMPLETE!\n");  
}