I use a lot of Lantronix Xports and Lantronix MatchPortAR's. They are single parts that do not have a DB-9 connector. If you install them on your board, then you have two options to configure them. I say "configure" becuase there is no real "programming" needed - the program is already inside and you just set up the parameters you need with a menu.

From the NETWORK SIDE:

Lantronix has a program called DEVICE INSTALLER that you run in a PC that is connected to the Ethernet port of the device. You can set up all the parameters: ip, subnet mask, gateway, and a bunch of others. The interface is either a command line or GUI (you choose). This configuration can be done at any time - even in the field if the user has the PORT INSALLER program.
The ability to use this GUI can be shut off, however. My military customers (virtually ALL my customers are military) demand that it not be possible to re-configure the device from the "network side". Once this GUI is shut off, the device must be configured from the "serial side".


From the SERIAL SIDE:
on the XPORT -
You use your PIC to hold the RESET line, and then release it. You start sending a series of "z". After a few seconds, it will respond with an "*". You then send "S0" followed by a series of INTEL Hex records with a checksum at the end of each. When you are done, you issue a RESET again.

on the MATCHPORT AR-
You use your PIC to hold the RESET line, and then release it. You start sending a series of "!". After a few seconds, it will respond with a ">". You then send a sequence of XML records.

All this is OF COURSE explained in the respective manuals.