I would try to:
1. Unplug it from your PC
2. Start > Settings > Control Pannel > System > Device Manager
3. Look up the GPS receiver under "Ports"
4. Right-click it > select Uninstall
5. Restart PC
6. (do NOT plug the GPS yet)
7. Insert the CD that came with your GPSlim236
8. Install the driver software
9. Plug it in now
10. If still no luck, plug it to another USB port
The cable is really not just a cable, but it is a USB/Serial adapter, so you cannot use an ordinarry cable which has USB connector on one side and mini-USB on the other.