This one way to do it:
Get another Xbee module and shield exactly the same as the one you have, at least same frequency. I assume you know how to program the Xbee's to communicate, (if not look for an Xbee and Arduino tutorial in the Arduino Playground) Once they are setup on the same ID# and baud rate, connect them as below. Also make sure you put the Arduino board on the PC side in reset mode (connect a wire from the RESET pin to GND).
PC > USB > Arduino(RESET mode) > Shield > Xbee
-------- WIRELESS ------- Xbee > Shield > Arduino
Your PC will recognize the RESET Arduino with the Xbee as a COM Port. Check your device manager to verify which port it is set to. At this point the COM Port will act just like a cable and all information sent over it will go directly to the other Arduino. (If you set it up properly)
If you run into any problems, which is likely
let me know. It took me a couple tries and a lot of reading to get it finally working. I'd be happy to help you through it.