Cannot configure encryption on Xbee Zigbee S2 2mW


I am trying to configure the encryption on 2 Xbee Zigbee S2 2mW using these steps:|Do%20more%20with%20your%20XBee%20modules|_____5

but none of them seems to store the key. I mean that I enable the encryption, I give the key, I plug off the Xbee from USB, then I plug on the USB on my PC, and when I go to the configuration area on X-CTU software, the KEY is not kept.

What am I doing wrong?