After I could configure one XBee module to communicate via the serial terminal application Tera Term (Hyperterminal/ Windows XP also worked for me) the next step in the book was the "Basic XBee Chat".
I wrote down the low bit of the 64-bit address of each XBee and set up everything as described (PAN ID, ATDH and ATDL). I programmed everything with ATWR to the modules and double checked the configuration by typing in the AT commands without values.
I connected both XBee modules with the computers and both responded to my inputs in Tera Term.
Time to chat.
Nothing happened. Uh.
Finally I ran into trouble (but thats what I like most, at least most of the time). It was quite easy to find my mistake by reading the Troubleshooting and turning my brain on. Of course you have to tell the Coordinator XBee the destination address of the Router XBee and vice versa. The bees chatted a bit and then it was time to do some extra work for them. A range test.
I was impressed how far you can go with only 2 milliwatts. I covered every place in my house which has quite thick stone walls and is 3 floors high plus attic.Every signal was received by the coordinator which sat in the other corner of the house. So there is no need for a bee-network at all - at least in the house - and for everything else there are much more powerful bees out there.
For more thoroughly checks one could build a signal strength meter, if range is crucial. Time to read the XBee manual.