For me, gnidmoos solution worked after changing the script script called gnome-terminal-cursor-shape.sh to:
#!/bin/sh
gconftool-2 --set "/apps/gnome-terminal/profiles/Default/cursor_shape" --type string "$1"
(using the same lines in .vimrc)
Ps. I'm running ubuntu 14.04, GNOME Terminal 3.6.2
Cheers!