Xbee Beginner

Hope someone can help me.

I am doing a project in College using Zigbee,

I have a maxstream xbee development kit, and I am having trouble getting it to do what I want.
The way i have it set up now is the co-ordinator(xb24-bwit-002) on a USB dev board(xbib-u-dev) connected to my PC, and the
end device(xb24-bsit-004) on a xbib-r-dev board, with the loopback adapter attached.

They are both on the same channel with the same PAN ID, when i do a ‘atnd’ in X-CTU it finds it ok,
I am able to set the destination address on the co-ordinator and perform a rangetest successfully.

but after that I am stuck, as i am just trying to get my head around what it can do, I am just trying to turn
on one of the LEDs on the end device, but when i use the commands ‘ATD44’ and ‘ATD45’ it just turns the LED
on and off on the co-ordinators dev board.

Is there any other configuration needed before I get to that step? I have searched the forum, and read all the
documentation i could find and its not very clear, can anyone give me any pointers please?