Plug the DB-9 connector end into the serial port of your computer, and the RJ-45 end into the console port of the router. Open HyperTerminal (Windows---Start-->All Programs-->Accessories-->Communications-->HyperTerminal), then name the connection, choose COM1, click ok, then select "Restore Defaults" on the next screen, hit ok. Then power on the router, and you will see output for about 2 minutes. After the output is done, it will ask two questions---no and yes, in that order. Then it will say "press return to get started"---press return. More output. Press return a few more times, and you will get a prompt like this...
Router>
then type
Router>en
Router#?
It will give all the commands possible from that prompt. Then type
Router#conf t
Router(config)#?
Again, it will give you all the commands. Please let me know your skill level with routing, switching, tcp/ip, and networking in general, especially Cisco, and I will give you my ftp server address. It is no longer as listed above, because the IP address changes often. I am assuming you are trying to study for CCENT/CCNA? If so, you have one hell of a good router to start with.
Burt