need help with serial1

hi,
i am using an arduino mega board, i am trying to communicate pc with the board using serial1(serial1.begin) port, i have connected tx of db-9 connector to rx on board,rx of connector to tx on board and gnd og connector to gnd on board, i am using windows 7 OS, i have used the following code. when i open hyperterminal and press a key, i don see anything being printed on hyperterminal. the baud rate is also correct. the compilation is completed without any error. i have the same problem even with serial(serial.begin) port communication, but this time it works fine when checked with the serial monitor of the arduino tool.

the code used,

int incomingByte = 0; // for incoming serial data

void setup() {
Serial1.begin(9600); // opens serial port, sets data rate to 9600 bps
}

void loop() {

// send data only when you receive data:
if (Serial1.available() > 0) {
// read the incoming byte:
incomingByte = Serial1.read();

// say what you got:
Serial1.print("I received: ");
Serial1.println(incomingByte, DEC);
Serial1.println("hello");
}
}

i have connected tx of db-9 connector to rx on board,rx of connector to tx on board and gnd og connector to gnd on board

You don't mention level converters.
You must use level converters - you can't* connect an Arduino directly to serial line levels.

*Well, of course, you can, it's just for the sake of your economic well-being that you shouldn't.