The current version of the module only supports AT commands used to set the baud rate. The default baud rate for this module's AT mode is 38400bps. For regular use, the default baud rate is 9600.
Did you try to configure this while plugged into the arduino or the PC. If arduino then was the shield configured for UART or D2/D3 pins.What sketch did you use to try and configure it (assuming arduino connection)Did you flip the DIP switch before powering the device on?
If you want two Bluetooth Bee work together. One of it must be set as Master and the other one be Slave.The 2 modules must have same pair number(default :1234) and Baud rate setting. Step1:Set one Bluetooth Bee as Master Turn on AT switch and then power on the module to entering AT mode and send AT command. AT Command: AT+CMODE=1 AT+ROLE=1