Hi Newbie,
I am guessing, you do not have the manual. Just put a 1k resistor in series with your PIC ports to the PC. This is to protect the PIC from excessive current, due to the different voltages present in the PC. I suggest you download Realterm (it's free ) and use instead of the Miserable hyperterm in WinDoZE . Send your data inverted without the RS232 converter or if you ARE using it, send your data TRUE.
Example: serout PortC.4,N9600,["Hello World"]
You will have to include modedefs.bas if you use the mode aliases T9600, N9600 . . . . and make sure whatever terminal program you use is connected to the same serial port you are using, that alone may be your problem.