1) I think Alex was speaking of the 'SS' (slave select) signal. Many SPI devices will not respond without being selected first, thus allowing more than one slave device to connect to the master. So before the master transmits, it should drive the SS pin on the slave device low. I believe there are some configuration options though - it's been a while since I looked at the SPI module datasheet.
2) The baud rate is irrelevant on the slave device since it doesn't drive the clock so it can be commented out
3) Make sure the MOSI pin is NOT connected to MISO. The MOSI pin of the master should be connected to the MOSI pin of the slave and the MISO pin of the master should be connected to the MISO pin of the slave. The pin names should show up on the datasheet.
MISO = Master In, Slave Out
MOSI = Master Out, Slave In
If you connect MOSI to MISO then you can use the device in bi-directional mode and it only uses one wire.
It might be more helpful if you post the code that you are using and describe how the two devices are connected.