I have spent way too long trying to get this shield working. I have not been able to get the DOUT or the DIN lights to light. I actually thought this was going to be easy, simple me.
I just mounted the Shield on the arduino, downloaded the Hello World Stub to the arduino, powered it with a 9V wall wort power supply and nothing. 
Then I read the writeup, found the SPDT switch and moved it to the UART position, I think this means that then Serial calls on the arduino go through the XBee device. Still no flashing lights. 
I read some other xbee wireless shield entries but I assumed they were from the old wireless shield. What am I missing?
Why isnât there a tutorial on this if it doesnât work out of the box?
I tried AP=0, AP=1, AP=2.
Added
I just went to the product page and all of the pictures of this device look different then the one i was shipped. Either the SPDT switch is on the other side of the xbee or the switch is in the wrong orientation, there are two different boards shown on the product page. Kinda makes one wonder!