Hi @mvut, thanks a lot for your reply and your time.
How I told you, I’m really newbie in the XBEE world.
From your comments, I understand that it is better if I follow working in 802.15.4, is it?
About your second comment, I really lost. I don’t know what means ‘So in your case, it may be faster to use API mode and uni-cast addressing.’, sorry:s
I would like to explain better my project to be sure what are my necessaries of communications:
I working with 1 XBEE S1 (as Coordinator) connected to my computer that, though a Processing skecth is sending via Serial Port different orders (‘0’, ‘1’, ‘2’, ‘3’… ‘A’, ‘B’, ‘C’, … ‘f’, ‘g’, ‘h’…)…
… in the other side, I have 6 XBEE S1 connected in 6 different Arduino Mega (mounted in any Xbee Shield), with some stepper motor and module laser connected, waiting for the order of the Coordinator… If they receive a:
‘0’ - they will stop their orders
‘1’ - they will start the first sequence of stepper motors and lasers
‘2’ - they will start the second sequence of stepper motors and lasers
…
‘A’ - Put HIGH the first laser
‘B’ - Put HIGH the second laser
‘C’ - Put HIGH the third laser
…
‘a’ - Put LOW the first laser
‘b’ - Put LOW the second laser
‘c’ - Put LOW the third laser
…
When I work with 1 Coordinator and 1 EndDevice, all works fine… I send diferent characters and the arduino Mega react at the moment.
But, when I work with 1 Coordinator and 2+ EndDevices, the communication does not work well and I need to press the key of the option (‘0’, ‘1’, ‘2’, ‘A’, ‘B’, … ) to get it received and act correctly in any Arduino Mega.
How I had tell you before, I’m working in BROADCAST mode for all XBEEs S1 like this setting in mode AT:
CH C
ID 3332
DH 0
DL FFFF
MY 0
I thought that my option comunication was sufficient to manage the data from the coordinator to EndDevices, but how I tell you I don’t know a lot of things about XBEE configurations.
Knowing all of those, it would be great if you could confirm me if your proposed solution is the way and downgrade the languaje to a level that I could understand, if it is possible 
Thanks again for your time and patient.
Joan