What is the expected output? What do you see instead? With USB connected and Serial monitor set to 115200 and carriage return set no menu shows up. no text shows up.

Switch is set in the correct direction

Configurator works fine no issues there just nothing shows up with the CLI.

With the switch in the wrong direction Serial monitor displays Arducopter v2.01 Serial data on Telemetry port, No commands or output on this serial.

What version of the product are you using? On what operating system ArdupiratesNG, O/S Windows 7

Any ideas on how to get the CLI to work?

Either access CLI via your XBee with switch in CLI mode, or disable SerXBee and access CLI via USB. Please post your questions in the thread here http://www.rcgroups.com/forums/showthread.php?t=1286011&page=365#post17666755 and do not post issues when these are just user errors.