Xbee configuration issue

I'm trying to configure the 2 Xbees according to the way it is done in Jeremy Blum's video however when I go to change one of the ATMY to the other xbee's ATDL, I get "Error"

so if I do:

+++
OK

ATMY(anything)
Error

ATDL1001
OK

ATID1111
OK

I had done the same thing on the other xbee without a problem.

Any ideas?