From Xbee Connected to Arduino to Xbee Connected to Explorer USB

I am trying to make Xbee connected to Explorer USB to talk to Xbee Connected to Arduino, so I can achieve sending wireless command to arduino from my PC.

I am sure I have already configured two Xbees correctly using X-CTU.

On the arduino Mega 2560 side, I made following connections:
Xbee GND to Arduino POWER GND
Xbee 5V to Arduino POWER 5V
Xbee Dout to Arduino COMMUNICATION 0 (Rx0)
Xbee Din to Arduino COMMUNICATION 1 (Tx0)

My code for arduino is,

#include <SoftwareSerial.h>

SoftwareSerial mySerial(2, 3);

void setup()
{
Serial.begin(9600);
Serial.println("XBee Example!");

// set the data rate for the SoftwareSerial port
mySerial.begin(9600);

}

void loop() // run over and over
{
if (mySerial.available())
Serial.write(mySerial.read());
if (Serial.available())
mySerial.write(Serial.read());
}

When I connect the other Xbee to PC through explorer USB, and I switch the working mode of X-CTU to consoles working mode, and try to type something on console log. But nothing shows up on arduino side when i open the serial window, except "XBee Example!".

Ahhh have been stuck with this for a few days. Anyone got an idea?

I have the same problem here. The funny thing is that when I type in arduino serial monitor, it shows on X-CTU, but not the other way around.

May I ask why did you use the SoftwareSerial library? I'm new in Arduino, and I only used one serial (UNO).

Xbee Dout to Arduino COMMUNICATION 0 (Rx0)
Xbee Din to Arduino COMMUNICATION 1 (Tx0)

My code for arduino is,

#include <SoftwareSerial.h>

SoftwareSerial mySerial(2, 3);

void setup()
{
Serial.begin(9600);
Serial.println("XBee Example!");

// set the data rate for the SoftwareSerial port
mySerial.begin(9600);

What do you expect to read from/write to pins 2 and 3 when both the PC and the XBee are connected to pins 0 and 1?