Today I started with the practical part (page 32). I downloaded and installed X-CTU from digi.com and even if digi.com says the software is suited only for 32bit systems everything went well on my Windows 7 64-bit. I don't use Linux or Macintosh on my desktop so I can't say much about that.
After installing and updating the new firmware versions I attached one XBee on the XBee explorer USB adapter and connected it with my USB A-to-B-mini cable to my laptop. Windows automatically installed the required USB/ serial drivers.
With X-CTU I could conduct the "test/ query" option on the "PC Settings Tab". Also reading the modem configuration was easy and worked well from the beginning. I then configured two XBees as described - one as a Coordinator AT and one as a Router AT. I marked them with a label "C" and "R". Again, no hassle at all.
The book makes a wonderful job describing everything so accurate. So there were no problems installing Tera Term, configuring it and typing the three "+++".
I just talked to my bee!
Using AT commands went smooth again - I just have to get used to not to press return after the three "+++". Talking with one bee now seems easy - next will be the bee-chat.