Controlling an LED using only XBee (what serial message to send?)

So I'm trying to do something similar to this:
http://examples.digi.com/lights-motors-more/802-15-4-digital-output-with-an-led/5/

But rather than using a sender XBee to control a receiver XBee, I want to send the messages via my computer.

From the guide there (and similarly, the button "input" guide) it's not clear what messages the XBees are actually sending. It only shows the configuration settings.

I plan on using Max/MSP to configure and send the serial data.

The whole idea is to have 1 transmitter XBee sending messages to 4 receiver XBees, all on the same channel. I will wire an LED to different digital I/O pins on the XBees so that I can address each individually (by sending pin1=high, pin2=high while only having one LED per XBee connected).

I can wrap my head around the hardwire side of this, and the software side of it (in Max/MSP), just not sure what to actually 'send' to the XBee to control the digital pins.

i'm doing something very similar and by playing around I have gotten a couple of things to work.
using 2 arduinos in AT mode i was able to get leds to turn on at the first button push and stay on till the 4th push.

const int  buttonPin = 2;    // the pin that the pushbutton is attached to
const int ledPin = 13;     


int buttonPushCounter = 0;   // counter for the number of button presses
int buttonState = 0;         // current state of the button
int lastButtonState = 0;  


void setup() {

pinMode(ledPin, OUTPUT);
pinMode(buttonPin, INPUT);
Serial.begin(9600); 
}

void loop()
{
  buttonState = digitalRead(buttonPin);
  //Serial.println(buttonState);
   if (buttonState != lastButtonState) {
    // if the state has changed, increment the counter
    if (buttonState == HIGH) {
      // if the current state is HIGH then the button
      // wend from off to on:
      buttonPushCounter++;
      Serial.println("on");
      Serial.print("number of button pushes:  ");
      Serial.println(buttonPushCounter);
    } 
    else {
      // if the current state is LOW then the button
      // wend from on to off:
      Serial.println("off"); 
    }
  }
  lastButtonState = buttonState;
    if (buttonPushCounter % 4 == 0) {
    digitalWrite(ledPin, HIGH);
  } else {
   digitalWrite(ledPin, LOW);
  }
}

is the short code i used to get the leds to respond through an arduino and using pin0 as a digital pin on the xbees. it seems to me that the only way to get more than a single point to point control we're going to have to use it in API.

Hmm. I guess using Arduinos simplifies it as the XBee then just becomes a virtual 'serial cable', but in this case I want to avoid using an Arduino altogether (for size reasons).

I want to be able to fit 'everything' into a tiny plastic enclosure, so this means the Xbee, a battery, a power regulator/charger, and the LED. Even using a mini Arduino will add cost/bulk to the project, and not especially necessary given the XBee does have the necessary onboard ADC/DAC.