Unable to Connect Xbee Pro with Arduino DUE

I want to connect XBee Pro with Arduino DUE board as a part of initial configuration, yet I am unable to connect it.

I have connected Arduino Board with Programming USB interface to my Windows7 Laptop. I have mounted Wireless SD Shield over Arduino DUE (Serial switch set to USB), over which I have connected XBee Pro S1. I have installed drivers properly. For testing connection I am using X-CTU, but I get “Unable to Connect to Modem”. I am having no clue where I am lacking.

I have attached image of its interfacing & what error I get inside X-CTU

Your efforts appreciated.