Communication between two Arduinos Fio using XBee

Communicating two Arduinos Fio is really problematic due to lack of tutorials. I want just to send any message from one board to another. I found this article and try to adapt it to my problem. So what I'm doing: 1) I don't configure XBees. 2) I'm loading sender code to the first Arduino Fio (XBee is of course disconnected). I also added line that make LED to flash when board is sending message. 3) Then I install receiver code on the second Arduino Fio (XBee is also of course disconnected). 4) After this I shut down first Arduino Fio and connect XBee to it. Then I turn it on. 5) Next I connect XBee to second board and turn it on. And now LED is flashing on sender (message was sended), but not on receiver (message wasn't received). Can anybody help me with this problem?