Dean,
I am not sure what specifically you have going wrong, but I will tell you what I see all the time. First, check your computer. I have found that MOST of the issues I have are with the settings on my COM port on the system that I am connecting the DMX Dongle to. Make sure it is set to 115200 baud (usually this where I see problems as I believe the default setting for win is something like 9600). Make sure everything is set correctly on your COM port.
If this doesn't do it, let us know and we will look at something else.
Kurt