The code you showed in Reply #3 should work fine. That Arduino will send "hello" to the serial port once a second. The PC attached to the USB connect AND the XBee will see the data. The PC will show the value in the Serial Monitor, if it is open, and the XBee will broadcast it.
Somewhere you need to have a receiver. That receiver will have code like this on it:
while(Serial.available() > 0)
Anything that arrives on the serial port, because the XBee received it over-the-air will be read by the Arduino. The Serial.print() statement will cause the data to be seen by the PC AND sent over-the-air by the XBee.
As you can see, you could get into an infinite loop sending the same data back and forth. As soon as you know that this is happening, you need to add distinguishing IDs to the messages, so the Arduino that receives the data knows whether it is its own message being echoed back, or a message originating from somewhere else.