How to connect a Arduino Pro Mini with XBee directly?

Hi all, I would like to connect the Arduino Pro Mini (3.3v/328) with a XBee without any board. At present, I try to connect XBee's VCC&GND pings to Pro Mini's, and trying to connect XBee's DOUT to Rx, DIN to Tx. But problem appears, XBee gets hot rapidly and it has not broadcast any messages/signals to the XBee network.

Could you please teach me what is the right way/better solution to achieve my goal? Thanks in advance.

XBEE--------------------Arduino TX or Dout to RX of Arduino RX or Din to TX of Arduino +3v3 to +3v3 or VIN(i case of mini's running on 3v3 input) of Arduino Gnd to Gnd of Arduino Should work could be a problem with XBEE check for short cuts in Adapter or Check your Breakout board if using at all.