The xbee website shows various different antenna options - including an option that supports using an external antenna via a UFL RF Connector (such as the one on littlebirdelectronics.com). I'm sure it would be fine to attach your own antenna, the connectors look like a good choice and have the option of being disconnected, but even if you just soldered it directly on, as long as it's a suitable frequency/length it should be ok.
If you extend the length of the antenna you could mess up the transmission strength, range or quality - the length of the antenna has a direct relationship to the wavelength of the transmission frequency.
When you come to fit the external antenna - any wire connecting the antenna to the xbee module must be well shielded so it does not add to the antennas overall length, you can't just increase the antennas length till it reaches the outside of the metal box <- it may seem obvious to most, but if ya don't know about it, it can be easily overlooked.
Here's a web site with various prebuilt coax cables that are used for connecting antennas to wireless modules, thought it may help to have a peek - http://www.gradconn.com/rf-cable/rf-cable-assembly.asp