Neuromancer, that happened to me, and probably its because you have a different baud rate from the default value.
Anyway, it can be easyly solved, when you end flashing your module, just go to the "PC Settings" tab and press the "TEst / Query" button to check that you can talk to the xbee module. Once you pass this test (maybe you will need to set the speed to 9600) go back to the "Modem Configuration" tag and remove the "Always update" tick. Check that you have all your correct parms and the click on the "write" button. Every thing should be programmed...
Regards
Alejandro