Change Power Level Xbee (series1)

I'm using the following code just to do some tests:

void setup ()
{
  Serial.begin(9600);
}

void loop ()
{
  Serial.print("+++");
  delay(4000);
  Serial.println("ATPL");
  delay(1000);
  Serial.println("ATPL 2");
  delay(1000);
  Serial.println("ATPL");
  exit(1);
}

But that isn't working, because after I did the upload to arduino board and connected the xbee shield with the xbee and I open the X-CTU serial terminal to see if that's working.
The terminal shows me the code but don't return me the "OK" after the "+++", the ATPL command is typed autonomous by arduino but doesn't work.
Do you guys nows what's wrong with the code?
Thanks

"Sorry for me english, is not my native language"