Yes, i set DL to the PC IP address. The SSID will be also set by the XBee module (ad-hoc creator) and the computer can connect to these network. I changed already back to TCP (DL is set) and tried again. It's still not working.
I try to run this setup since three days, so I decided to buy a second XBee WiFi module. To connect them should be more easy.
If anyone has some sugestion, please post it here, i think it could be helpfull in future.
Thanks to everybody who tried to help me