Wow, thanks for all the suggestions.
1)Pins 2,3,5 are connected to Pins 2,3,5 on both ends on the Straight Thru Serial cable. I put wires out of each those respective pins on each and used my Fluke 87III multimeter on the Continuity setting. All three Pins gave the continuity tone. So I know they are connected. (I hope that makes since)
2) I used the same Hyperterminal setup this time as I used for for the Rigol Mod settings on Hyperterminal. Except I turned ECHO off as suggested from another Forum member. I chose Comm port 1. I am not sure what you mean by "did I select the correct Serial Port...I did not see that option in Hyperterminal. For Flow Control I chose NONE.
3) I only tried the *IDN? command when I was trying to do the MOD a few days ago. I did not use the *IDN? for the testing purposes mentioned above.
4) I am going from my Desktop to the Rigol Scope (not) my laptop.
5) The Serial cable I a using I purchased from a Computer Cable Specialist store. They make Custom PC cables. This was not Custom but off the shelf and NEW. I have only had it one week.
Thank you guys immensely for all your help.
Soky157