I saw this on the amazon link you gave
Bought this cable, and the little CD that came with it clearly assumed a greater level of knowledge than I possessed! I was lost and couldn't install a driver for it. Then I found the link to the seller (Aquarius Computers) and an invitation to contact via a contact form. This was 2.30pm on a Saturday, and by 4pm same day I had a reply pointing me at a site to directly download the driver, which was straightforward to install. Everything working smoothly now.
If you have the same problem (I have XP and using the cable to run an external modem) Google "PL-2303 Software and Drivers" (include the double quotes) and choose the link ending ID=31. There, on the Prolific Technology Inc. site, you will find a file to download called wd_pl2303_v20019v2028.zip. Caters for Win98SE/ME and Win2K/XP/2003.