Arduino + xbee x-ctu

Hi.
I’m trying to follow http://arduino.cc/en/Guide/ArduinoWirelessShieldS2

I’m using the Arduino Uno, the shield and a XBP-Z7SIT-004.

I can’t obtain any information If I click on “Test/Query”. Says " Unable to communicate with modem".

The arduino works fine.

Can you help me?

Thank you
Best Regards