If you have windows 7 and cable, download the latest TuneECU from their site and windows 7 will configure it to work by loading a suitable driver and set up the com port, you don't do anything.
If you have earlier windows like XP the you have to install a TuneECU driver to make it compatable by finding the com port for USB connection.. I have not done this as I use Win7..
TuneECU works great with Win7 so if this is what you are using I suggest you delete the standing copy and reload the latest version
Update August-21-2012, TuneECU 2.3.4 now Released
https://www.box.com/shared/pusg6v7nyd