As you use MAX ic, you don't need to use N9600... use T9600 instead

But that will not solve your problem with Hyperterminal. There's for sure a way to make that software work but i never spend the time to work with. I prefer to use MicroCode Studio to edit my code and use the Serial Communicator window. It's so easy to use.

you download the free version of MicroCode Studio here

more info
here