Hi,
I have tried it as you mentioned. I just ignored my MAX232 and connected PORTC.6 direct to pin 2 of the DB-9 connecter. The result was the same (no data has shown). The LEDs were disconnected.
I think the problem might be with the HyperTerminal, not sure how to use it, do u think it is enough to just specife the boudmode and wait the msg to show up? How about the modem protocols and all those settings?

Cheers,
Tom