Here's the basic overview:
Run ground from your GPS to pin 5 on your serial port
Run data out from your GPS to pin 3 on your serial port.
Open hyperterminal (under accessories->communications in XP) and set it to the comm port that you are using. The speed will be whatever your GPS puts out, which is probbably 4800 or 9600. Turn off flow control.
If this goes right, you should see a stream of data on the screen that looks like repeating GPS info such as lat/long and speed. Then go to "transfer" and "capture text file". Save this for a few seconds and then send the file to us at support at dynonavionics.com. This should give us what we need to see if we can support it.