Sending data from remote arduino to PC

After connecting the arduino with 9V battery, LED on Xbee shield is blinking as usual. The LED with symbol L on Arduino board is blinking for every 3 seconds and it's due to the program that I had already uploaded. However the LED symbol TX on arduino is not blinking. I would have expected it to blink so that data can be sent from arduino TX to Xbee DIN.

And what do you mean with Xbee Explorer. I just have a Xbee with adapter connected serially to pc. The LED on the adapter board is always on when connected to USB regardless of whether there is a signal coming in or out.

Any idea of what is the problem? :-/