Unable to Run Set-AzureVNetGatewayKey PowerShell Comand

I am trying to run Run Set-AzureVNetGatewayKey PowerShell Comand like this :

Set-AzureVNetGatewayKey -VNetName AzureVN1 -LocalNetworkSiteName ITservice -SharedKey 1234abcd

But I get the following error : 

Set-AzureVNetGatewayKey : BadRequest: The specified virtual network name 'AzureVN1' is not valid or could not be found.
At line:1 char:1
+ Set-AzureVNetGatewayKey -VNetName AzureVN1 -LocalNetworkSiteName ITService -Shar ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
    + CategoryInfo          : CloseError: (:) [Set-AzureVNetGatewayKey], CloudException
    + FullyQualifiedErrorId : Microsoft.WindowsAzure.Commands.ServiceManagement.Network.Gateway.SetAzureVNetGatewayKey

Also tried to run :

Add-AzureAccount before runing previous comand.

I am trying to set up a VNet-to-VNet connection

Gerson Gutierrez