So it works with one ../ in the path, but not with two (../../)? What errors do you get in the latter case? What warnings do you get in the former?
Have you burned the bootloader onto the chip?
Are you trying to upload the hex file over a serial cable?
Are you running as an administrator? Are you logged on to the machine locally (or with network/domain credentials)? Also, is there anything else that could be using or blocking the port? Firewalls? PDA sync applications?
I'm confused. Using PonyProg and a parallel programmer, you can burn .hex files you've downloaded from the internet onto the board and they run successfully?
What happens when you do the same thing with a .hex file you generated from Arduino code with the Makefile? You can get it onto the chip with PonyProg and the parallel programmer, but it doesn't run? In that case, it's not likely to help if you use PonyProg and a parallel programmer to get the bootloader onto the board and then upload a program with avrdude and a serial cable - if the LED blink program doesn't run, I doubt the bootloader will.
What happens when you use PonyProg and a parallel programmer to put the .hex file onto the board? What's the source code of the program you're trying to run?
The society of robots program doesn't use any Arduino commands, which means you don't want to build it with the Arduino Makefile. Instead you should use AVR Studio with a Makefile like the one you used for the sample programs, and upload it with PonyProg and the parallel programmer (i.e. avoiding the bootloader for now). If that doesn't work, then it's likely a problem with the code, and you might be able to get better help from the society of robots people.
On the other hand, to get the bootloader working, we need to figure out the permission denied errors you're getting on your com port. Can you open it with other programs (like HyperTerminal)? If so, try putting a program that sends Serial data on the board with PonyProg and the parallel programmer, and then open the port in HyperTerminal and see if you can see the data. If you can't open the port with any program, we'll have to investigate further.