This following step-by-step was what finally explained the process best for me. You have to pay attention to the status on the Hurco screen. It will change back from "BUSY LOADING" to "NOT BUSY" when the download is complete. This small detail was what was thowing me off. If you don't have the pinouts for a cable, Bloke should be along shortly to get you the information you need to wire one. He will need to know what type of physical serial connector your mill has, round, 9-D, 25-D. I use TeraTerm from a Windows 7 PC, but Hyperterm on WinXP will also work as well as most terminal programs.
Send an NC file to your HURCO mill
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Good luck,
Gary