Every XBee S2 network needs exactly one coordinator. Use Digi's X-CTU program to load the coordinator firmware on one of the modules. See my blog post for an explanation of the simplest way to make two S2 modules talk. Best not to mess with channels or any other settings; as draythomp says, there are many things that can go wrong. XBees have lots of settings. Resist the temptation to fiddle with the knobs until you know what you are doing. The default settings will be fine almost always. While you're using X-CTU, reset both modules to factory default status and start again at square one.