Step 1: Library
You will need to install the Keypad library.
Step 2: Code
Here is my modified code from the example code included with the library. I added the function to turn on the LED on digital pin 13 when the select button is pushed and to turn it back off then the select button is released.
Step 3: NOTE:
Do not changed digital pin 10. This pin is used to control the back light of the LCD. If its set to output and high it may damage you LCD shield.