wireless proto shield. Digi XBEE WIFI - connection issues

The manual only is for interfacing between the two XBEE's and is very basic to have them communicate with each other as a Adhoc network (or point to point.)

I don't know what manual you are talking about. The one I linked is clearly for the WiFi XBee and includes things you need to do to your wireless router in order for the WiFi XBee to connect to it.