Have you already seen this document http://www.seeedstudio.com/document/pdf/Introduction%20to%20Grove.pdf ? It is an introduction to the Grove Kit. It also has an example code, try uploading it to your board. Also, depending on the kind of sensor you are using you have to make sure you are connecting it to the correct port of the base shield.
Take a look at the Grove Wiki http://www.seeedstudio.com/wiki/Grove_-_Starter_Kit_Plus . Notice that the temperature sensor has a tips section; hopefully you can find useful information here.