Jeremy's tutorials are more geared to the S1 Xbees.. try the following series of 5 by Tunnelsup on YouTube. He also has a link to a PDF Cheat-Sheet for all of the S2 settings, and the tutorials have helped me with a pair of S2's I got with the Libelium (?sp?) shields. (2-Pack). I highly suggest getting Digi's latest release of X-CTU. There are also quite a few tutorials out there incase you accidentally lock-up (term, Un-Brick) the modules. (One suggestion not mentioned, worse case, while updating the firmware, wire a momentary switch between GND & -RST, the ever popular RESET button).
link to tunnelsup's 1st tutorial video: XBee Basics - Lesson 1 - General Information and Initial Setup - YouTube (remember, there are 5 total!)
Link to Digi's download page for X-CTU: http://www.digi.com/support/productdetail?pid=3352&type=utilities