Set up connections between two BluetoothBee step by step

[schmron]

@Tobe

Yes,you have to use the bee shield.
The link:http://www.seeedstudio.com/depot/xbee®-shield-p-419.html?cPath=132_134

No.
He just need to connect VCC (3.3V), GND, RX and TX (trought a level shifter) to the Mega 2560.