Two XBee talking both way to each other

Hi,

I am building a standalone arduino (Uno) on one side that will send me information about input to another arduino (Mega). Both have an Xbee connected to Serial for the Uno and Serial1 for the Mega.
Both Xbee are Xbee Pro S1 and are on a simple shield, coming from there: http://www.droids.it/cmsvb4/content.php?143-990-001-XBee-Simple-Board.
I am sure that on both side I have Rx --> Tx and Tx --> Rx.
The communication works one way from the Mega to the Uno, but the Uno does not answer via the XBee, but when I have it on Serial USB it works perfectly.

I would like to know if someone have had the same problem I have, and how to solve it.

Thank you in advance.

Here is the test code I used to test it:

(UNO):

void setup() {
  Serial.begin(9600);
}

void loop() {
  char d;
  while(Serial.available()) {
    d = Serial.read();
    Serial.print(d);
  }
}

(MEGA):

char d;

void setup() {
  Serial.begin(9600);
  Serial1.begin(9600);
}

void loop() {
  Serial1.println("TEST");
  while(Serial.available()) {
    d = Serial.read();
    Serial.print(d);    
  }
  delay(1000);
}

I would like to know if someone have had the same problem I have, and how to solve it.

What kind of XBees are you using, and how are they configured?

PaulS:
What kind of XBees are you using, and how are they configured?

I am using Xbee Pro S1 and I don't know how they are configured as I don't have an USB adapter. I was considering it would work out of the box.

I think they came out of box with ZigBee firmware
You should know the network your xbee is working to get your code working... I bought a few xbees this month also + usb adapter.
They came with ZIGBEE firmware, i changed it to 802.15.4 cause i was running a sketch with that protocol..
I hope you get your code working and share with us the results