Changing the baud of the JY-MCU Bluetooth Module

Anyone successfully get any AT commands to work with this? I need to change the baud to 38400, but have had no luck.
It's a bluetooth module I got off Ebay for $5.00:
http://www.ebay.com/itm/Wireless-Serial-Port-Bluetooth-RF-Transceiver-Module-RS232-TTL-Backplane-4P-line-/261035765875?pt=LH_DefaultDomain_0&hash=item3cc6f1b073#ht_1417wt_949

I've found a couple manuals here, but have had no luck. I got it working great with my UNO at the standard 9600 baud... I had hopes that a couple of these $5 units would save me from having to buy the good ones from Sparkfun @ $39.00 each! But I've got to be able to change the baud...

Manuals I've found:
this is what the seller sent me. They're obviously not English, and I can't make sense of this enough to get it to work.
http://lifewillbeshine.com/efu/manual/BT%20manual[1].pdf

It seems this is a popular module, I've found this:
http://www.alt42.com/2011/12/jy-mcu-bluetooth-module/

Stumped.

I GOT IT!
With help from here:

and:

...and one other thing I figured out by accident. Using CoolTerm on the Mac, I had to set a 3ms delay between chars or nothing worked but the AT command...