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The chumby has a four-pin, 3v level TTL serial connection port running at 115.2 Kbps. You cannot just connect this to your computer's serial port, parallel port or USB port without a converter. We think the best way to connect is using an FTDI cable which can be easily modified.
You must use a 3.3v logic level FTDI cable, look for the letters "3V3" or similar on the cable. We also suggest checking with a multimeter that the voltage on the logic pins (everything but Red) is no higher than 3.3V. 5V logic will damage the chumby board, and it would be a shame if it broke before you got to have some fun!