I use the zigbee configuration and set the modem to XB24-ZB. One of the devices has to be a coordinator and the other a router or end device. Then you have to set the destination address; that's DH and DL on one of them to the other one and the same for the other device.
If your DH and DL are set for broadcast, they tend to buffer, so set each of them to talk to the other one. You can do this in command mode, you don't have to go to API, just be sure to write it so when you turn the power off the settings don't go away. I almost always use XCTU to set them up and just swap them into the USB board as needed.
Did any of this make any sense?
OH, the url for the actual manual on these things is http://ftp1.digi.com/support/documentation/90000976_G.pdf
And it talks about this kind of thing in there. The documentation has actual command examples and such that you can use to try things. Huge manual, but once you get the hang of it, you'll fly along.