From the Digi Wiki:
Throughout history, Digi XBee customers have asked the question, “Can I add custom code to the XBee firmware?” The answer has been “No” for the simple reason that there is rarely enough free RAM or FLASH available for users to use.
The Programmable XBee solves this problem by including a second Freescale processor on the XBee, use largely under the customer’s complete control. The default processor is an HCS08 (MC9S08QE32CFT) with 32K Flash and 2K RAM. In 2011, another XBee Programmable version will become available with 128K Flash and 8K RAM.
To program this module you need to download CodeWarrior from the Digi website. There are plenty of sample programs to get you started.