Assuming that you have:
http://mastershift.com/p_offroad_seq.html
If you go to RadioShack, they have a RS-232 to USB cable. Ensure you get the one with the appropriate pins (9 pin male). What your looking for is something like this:
http://www.amazon.com/Plugable-Adapt...ef=pd_sbs_op_3
As the included cable is female to female and the above is male, all should connect up fine.
Worse come to worse, you can use a gender bender to convert connector gender. Something like this:
http://www.amazon.com/Cables-Go-0278...9639418&sr=1-2
After connecting it to the computer, you'll need the driver. It will come on a CD with the box.
Anyhow, this should be the pin out:
http://www.lammertbies.nl/comm/cable/RS-232.html
I work with old RS-232 kit all the time and the above is what I use.
Once you have your physical connection setup, be sure to use the right baud rate, stop bits, parity, etc. That should be in the instructions that came with the device.
I use PuTTY (
http://www.chiark.greenend.org.uk/~s.../download.html) to connect to the actual device. Assuming that they have a trivial interface, you should be able to have the hardware connection, load PuTTY, set the COM port settings, then connect to the device. Start the device afterwards and you should see "normal" text output by the device. If the text looks odd, check the COM port settings.
After that, with a solid set of COM port settings, you should be able to use their application. You will need the COM port settings from above.