BlueSMIRF Connection Mode

Hey guys, I’m having a problem with changing from data mode to command mode once a connection has been established. I am in Auto-Master mode and my device pairs with my module fine, but I cannot detect when it has been established on my BlueSmirf side. From what I have read it should send CONNECTED to my arduino, but nothing is received when connecting. My device is able to send data back and forth to the bluesmirf and that is displayed on the Serial connection, and the $$$ command that I presumed would push me to command mode while connected doesnt work. I can view that that string is being sent to my device.

Basically my problem is that I want to know when the device is connected. One thing I can do is send a string from my device when the connection is established. Any thoughts?