I connect mine with the RS-232 cable in the side of my laptop. It's a Toshiba rinning Windows XP (nee Vista).
Since you're asking the question, I guess you don't have an RS-232 port. For my Vista machines without serial ports, I own a USB to RS-232 adapter cable. On our side of the pond, they carry names like Iogear GC-232. Here's a U.K. search result
http://www.amazon.co.uk/USB-RS232-Converter-Cable/dp/B00077DJIQ
Sometimes, you have to go into the device manager and change the port assignment of these adapters to something in the 1-4 serial port range. That was common with the old software.
Carl
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