iTead studio bluetooth bee how to set baud rate?

I purchased this bluetooth bee from iTeadstudio a while back and just powered it up for some fun time. The thing works as expected with their provided software on android phone. The PC end is on 9600 baud rate. I want to change the rate with their command but couldn't make it change. I wonder if anyone else has done this already and can give me a quick help:

Part:
http://iteadstudio.com/store/index.php?main_page=product_info&cPath=7&products_id=350

Data sheet:

http://iteadstudio.com/store/images/produce/Wireless/BTbee06/BTBEE-V1.0.pdf

I tried to do the testing with the command "AT" both sending from my phone to the BT bee and from PC serial port. The bee has not responded to the poll with "OK" but instead just passes AT via the radio to the other side.

OK, problem solved. You need to reset the bee by pushing the reset button and then connect to it on the PC side and send AT+BAUD8 for 115200. If it doesn't respond, reset the bee.