Two way Xbee comm with arduino

I have 2 Xbee Series2 modules, one set to Coordinator AT (Connected to PC with XCTU via USB dongle) and other set to Router AT(Connected to Arduino is connected to PC USB… RX>TX TX>RX and 5V GND)

http://continentalee.com.sg/xbee-adapter
My xbee adapter

I have the programme uploaded into Arduino, a very simple sketch to test xbee wireless communication.

Code is here

char msg = ’ '; //contains the message from arduino sender
const int led = 13; //led at pin 13

void setup() {
Serial.begin(9600);//Remember that the baud must be the same on both arduinos
pinMode(led,OUTPUT);
}
void loop() {
while(Serial.available() > 0) {
msg=(char) Serial.read();

       if(msg=='H') {
           digitalWrite(led,HIGH);
       }
       if(msg=='L') {
            digitalWrite(led,LOW);
       }

delay(1000);
}
}
The problem comes.

When I type “H” in the Serial Com, the led light up, and the letter “H” appears in the XCTU console.

however, when I type something into the XCTU console, nothing appears on my Serial monitor and no light is seen on arduino

Thank you for your help in advance.

I am not really seeing any code above that tells the system to keep reading the data in line. You may want to check with some of the arduino news groups for sample code on how to do that.