Given our on-line documentation says "Defaults to ‘N9600’ baud rate/polarity (can be reconfigured)" I would expect it can be reprogrammed.
The ERF Wizard in PE6 provides both "Set new default baud rate" and "Make changes permanent" so I would presume it's as simple as using the Wizard to do that, creating the code then wire the ERF to the PICAXE to program it as required. I would also expect the URF SRF XRF ERF Wizard to allow the same.
It's been a long while since I used either Wizard so may be best just to try it. If the baud rate doesn't change it should be no different to how it was.
To be honest, I thought the default was N4800, so might be best to check to see if it's an inadvertent documentation error. The Wizards should reveal what the baud rate is without having to reprogram the ERF.
Links to what information you did find will save others from having to search for the same which might actually help get a speedy definitive answer.