sure your baud rate is set in both GPS and PC accordingly.
if comm is working, you should see NMEA data running on
the screen.
there's also a problem where Windows thinks the GPS stream is a microsoft
ballpoint mouse, and installs drivers for that. On my systems, when this
happens, there's no outward indication, and the com port is available to
connect to, you just never see any data (apparently the mouse driver takes
it) and the outbound data ends up in the bit bucket.
I got around the problem by using Edgeport serial ports (USB) that have the
option to disable "plug and pray" on their ports.
I always thought it was a challenge and response protocol, but apparently
not.