What I'm saying is, whatever you are using to talk to the computer (Hyperterminal via serial port) will not work to talk to the stepper control box because the computer and control box have their Rx/Tx pins configured differently. The computer is wired as DTE, the stepper controller is wired as DCE. As Nick pointed out, that means Rx/Tx are wired differently, but also hardware flow control lines may also be wired differently as well.
More info will be needed to know about flow control requirements, but hopefully you can skip all that by using a "No Flow Control" option. (Maybe that can be set the same way you set Baud, Parity, stop Bits etc.)
If you have the option, I recommend not using hardware or software flow control, and just communicate with "No Flow Control" just for testing purposes, and just give very short commands with a lot of time in between commands so there are no buffer issues etc. That way you can at least confirm the commands and Rx/Tx are correct.
Wikipedia probably has some details on RS232/TTL communication if you need more info.