Every XBee network needs one and only one Coordinator. Configure the other as a Router. Don't think you want ZNET firmware. The current XBee ZB (S2) firmware is 2xA7, if it doesn't show up in X-CTU, click "Download new versions" on the Modem Configuration tab or if that doesn't work for some reason, get it here. Actually older firmware should work fine, so if you have 2xA0, 2x8C, 2x70 or 2x64, any of those should be fine.
Load the Router AT firmware (22A7) on the XBee connected to the master, and the Coordinator AT firmware (20A7) on the XBee connected to the slave. That should get you going, but it is only one way, for more details including two-way comm, see my blog post here.
Oh, and how are the XBees connected to the Arduinos? Shields? Adapter boards?