XBee ATIA command error
This question doesn't give a lot of information; but if you look at step 3:


  If you’re not familiar with configuring radios using AT commands,
  review the steps in the Basic XBee 802.15.4 Chat tutorial, which walks
  you through configuring CoolTerm to program the radios.


Something in your configuration has to be screwed up, assuming you followed the previous steps correctly.

That tutorial mentioned is linked here:

Cool Term Setup

I'd make sure you were perfect here in the configuration. If not, then something with your HW setup is off.