PROBLEM WITH XBEE

I am new to Xbee and generally RF.

I am using the Xbee - Pro module and the SparkFun Xbee Xplorer.

I am using X-CTU and when i try: Test/query I get the following message:

‘Unable to communicate with Modem’

What shall i do???

Please help

USB-to-serial drivers installed correctly?

Correct serial port # and baud rate choice in XCTU?