Are you sure you're selecting the correct serial port #?
Yes i am sure, i use always the same port, COM 9 in my computer.
What baud rate are you setting in Fetch?
Yes i sellect in Settings of Fetch 115200 baud.
There is a thread running on this kind of issue for Leonardo concerning similar programs like Fetch.
If you re interested:
http://arduino.cc/forum/index.php/topic,138885.15.html#lastPost
Thanks.