After a few calls to Universal Remote Control tech support, and a few different fixes (all of which were needed), we found the main culprit was the USB to Serial Port cable I purchased from Radio Shack didn't cut it. URC recommended I get a Keyspan USB/Serial Port adapter (it handles high speed) - I got it at CompUSA and the downlaods worked fine.

I'm quite confused by the macro stuff, but I'll just try to puzzle it out as I go.

Thanks for the help Gonk.