Hi,
That xbee module would be illegal in the UK where the limit is 10mW for 2.4GHz.
I have some concerns about that blog entry. The blogger says the the "green" module had the better range. But he also said they had the same pinout when you can clearly see the the green module has 10 pins versus 8 on the black. I have modules identical to both those, and have been told that the green/10-way module is the older model nrf24l01, which does not support the 250MB/s setting he claims to be using for testing.
Check out this thread where I got lots of good advice from forum members crofter and pico. The early posts are about me struggling with sketches and libraries, so skip to towards the end of the first page.
http://forum.arduino.cc/index.php?topic=224418.msg1625403#msg1625403
Paul