I suggest doing what WildBill suggested and communicate with the box using Hyperterminal first to confirm the controller is working as expected.
If you used a null-modem cable to talk to the computer, you need a straight-through cable to talk to the controller, and vice versa. Or you need to change the Arduino end from DTE to DCE or vice versa.
Are you saying I need to change the Arduino end from DTE to DCE to communicate with the control box regardless? That could be the problem..