Probably goes without saying but be sure to use the "E" firmware if you have "E" hardware and the "D" if you have a scope with the logic analyzer.
I used CuteCom on Linux to do the upgrade which works well. You set the line ends to LF and then you can type each string according to Dave's video, double and treble check it, and then press SEND and see the result up in the other window. See
http://cutecom.sourceforge.net/ for some screen shots.
Now you might say "But I don't use Linux." Well, two options come to mind. First most Linux now will boot off a CDROM or thumb drive so you could get an Ubuntu disk, for example, and boot off there. Cutecom is probably not on there, but it is easy to install. Just open a command prompt and type (on Ubuntu) "sudo apt-get install cutecom". Or on Windows there is
http://realterm.sourceforge.net/ which has lots more options (and is thus a little more confusing) but can work the same way.
The key idea either way is to be able to type in each command, check it for correctness, and then hit send since there is a lot of speculation that entering extra characters (including backspaces and carriage returns) can write over parts of the scope's memory. Of course I guess you could also put your text into notepad and copy and paste it into hyperterminal, but you still have to worry about getting an accidental CR in there. Hmmm maybe an ASCII file that you "upload" using Hyperterminal. But it would have to be changed for your specific serial number... I guess... assuming you want a unique serial number.