I've just solved an issue I was have with programming the RN-XV module from Sparkfun (Though this will apply to any RN171 device). I do not own a USB-RS232 module so I decided to use this sketch (http://arduino.cc/en/Tutorial/MultiSerialMega) to program the RN171 module over the serial port of the Arduino device (The Arduino Due in this case). This did not work at first as I would send the $$$ command to start programming the module and receive "CMD" from the module over the serial connection. But from there I couldn't do anything else until I discovered you had to send the $$$ command using the 'No line ending' setting but after you've sent the $$$ command you need to set the serial monitor to 'Both NL & CR' in order to read the data the module is sending. If you have any questions, or believe I've made a mistake, please feel free to comment or send me a PM.
Moderator edit: Removed "pre" tag. (Nick Gammon)