Can someone please help?
Sure. The first thing that you need to do is properly configure the XBees. That means that you need to tell us what kind of XBees you have. Pro is a power qualifier (they are higher power models), not a type qualifier. Are they series 1 or series 2.5?
I have also problems with the X-CTU configuration program that i'm using.
Then, stop doing whatever it is you are doing wrong.
Without details, it's impossible to be more specific than that.
Once you get the XBees configured, anything that appears on the TX pin will be broadcast by the XBee. Anything that the XBee receives will be put on the RX pin. The Arduino can make stuff appear on the TX pin by using Serial.write(), Serial.print(), or Serial.println().
Stuff can be read from the RX pin using Serial.available() and Serial.read().
Of course, this presumes that you've used Serial.begin() before any other Serial class method.
The stuff that the PC sends to the serial port appears on the RX pin, so you'll need some way to determine whether data came from the XBee or the PC.