Hello Cerendumen,
"XBee Programmable Development" is not the best place to ask for Arduino or other controllers. This is for Programmable XBee SDK questions.
About your question: Check the SM (Sleep Mode) parameter and the related topic about Sleeping and Power Management in the modules' Reference Manual. Basically, there are two sleep modes: cyclic and pin-hibernate (Sleep RQ pin).
Best regards,
Sebastián.-