Here are some documents I have written for using the Arduino platform:
How to setup the latest Xbee modules (series 2.5).
Follow the tutorial at: http://www.humboldt.edu/~cm19/XBee%20setup.pdf bearing the following in mind:
You don’t have to use breakout boards: just remove the main chip from the Arduino board before you plug in the xbee shield and remove the two jumpers on the shield. Once you have flashed the xbee, you can return the chip and jumpers. NB: when the x-ctu program asks you to reset the Xbee, get a short length of wire, strip the ends and touch it between RST and GND on the shield. Pressing the button DOES NOT reset the Xbee, just the Arduino.
These links might be useful: