First, read posts on the official FMS forum:
http://cgi.ethz.ch/~mmoeller/cgi-bin.../ikonboard.cgi
Second, make sure that your TX is in PPM mode, your Windows isn't 2000 or XP, your ground is fired to both the cental pin and the body of the DIN connector, etc. Too long of a list of possible reasons why it may not work...
Boris