Hi Mikee,
Sorry you're having problems. Let's work this through.
first of all, ignore the hc08sprg.exe software- this is to load new firmware onto your unit; this is not needed as the firmware was pre-loaded on your Megajolt unit.
You will want the 4.0.2 config software, which it seems you already have.
You will want to make sure you know what COM port your serial adapter is on. Check out this section in the operation guide:
http://www.autosportlabs.net/MJLJ_V4_Op ... n_Software
Windows device manager will tell you what port to use. Once you've figured that out, go into the configuration software, under 'tools' and set the COM port to match what you see in Windows Device Manager.
Make sure too the unit is powered up before you connect. If you are testing on the bench, try using a fresh 9V battery.
Let us know what you find out!