Generally an USB explorer board is required to configure an XBEE .But the cost of this board is bit high as it has USB to UART IC.

Your ARDUINO board comes in handy & here’s the trick ..

Upload an empty sketch  on to the Arduino

 

void setup()

{

}
void loop()

{

}

Connect Tx to Tx &  Rx to Rx of Arduino & XBEE

Watch this video :