I am using XBee PRO (no suffix, no S2 or series 2, etc...)
I set them with XCTU, should be 115,200 baud.
I did find this article on your site which may be the answer:
http://www.digi.com/support/forum/4787/using-the-xbee-at-115-200-baud-updated-16-march-2010
My PC is FAST, I did have a long cable on it, so will try a short one between USB and XBee Pro module.
My Embedded controller has a fast clock, 75+ MHz.
I could try adding the extra stop bit, or change baud slightly as is indicated in the article.