As per this module's design, your loaded application will start by-default as soon as module is powered up.
To access Xbee's radio firmware, you have to bypass micro controller first. See this article to learn how its done:
http://knowledge.digi.com/articles/Knowledge_Base_Article/Interact-with-Programmable-XBee-using-XCTU/
Method to load new application is similar, except that in last step, you press "F" letter instead of "B"