As davidpostill mentioned in the bottom of his answer, you either need a real serial port (db-9) on the computer you are trying to use with this
Or you need to purchase a serial to USB Adapter
Most consumer computers do not come with these ports built in any more, they are considered obsolete for most applications. USB & Firewire replaced it for most peripherals.
Make sure when you do purchase one that with drivers are compatible with the version of windows you are using. (Usually listed in the product description)
Once you have the drivers for the new adapter installed, plug it in and go to device manager, Start -> type device -> click on "device manager". In device manager you should see a section called Ports (COM & LPT).
Note the communications port that comes up when you plug/unplug it. (in this example its named COM1).
Now that you have a com port to use with your PC. Open the RFID Software with the RFID connected via USB to Serial adapter.
- Choose the COM port that you found in device manager.
- choose the speed for the COM port and click open. (Note the speeds that I found online said up to 57600bps. If that doesn't work, these are some of the common serial speeds under that rate, 1200, 2400, 4800, 9600, 19200, 38400,)