XBee Serial Communication

Hi

I'm just getting started with an XBee for the first time, and I'm having a bit of trouble. (I'm also quite new to arduino)

I have one XBee in an explorer plugged into my computer, and the other into an Uno

I set up my two XBees (ZB) using moltosenso and it shows that they are connected to each other (Both the controller and the router are visible even though the router is plugged into the arduino, not the computer). all my settings are from here http://r2d2.askernas.com/?p=1345 but I'm using API

I am trying to run the example sketch from here: http://cs.smith.edu/dftwiki/index.php/Tutorial:_Arduino_and_XBee_Communication which should just pass letters from the router to the connecter. When I run this sketch, nothing happens - the TX and RX lights don't flash on the uno, and nothing seems to be being transmitted.

I think its probably something simple that I've missed out, but I've spent ages trying to work it out and come up blank.

Thanks a lot in advance!