I'm assuming you already installed the driver. Click to make sure you are using the right port. The should be a drop down box that lists the ports.
If you are on windows 7, try running the ecmspy app as an administrator. These are all things that have helped a person or two before.
Once you have the driver installed, the right port selected, you should be able to click the little pair of keys and connect to the bike. Mine has a glitch that i have to click the connect button again whenever I go back to the general view tab.
Also I know a person or two who got a bad cable off of ebay.