Is this an MR Controls SDR? I have no record of a Joe from AZ buying one but someone could have sold it to you.
If it is one of ours, on the CD your should find a program named s206.exe
Copy this program to the C:\Program Files\SPARKDOG folder and run this instead of the sdx05.exe file. Also, you must be using a laptop with a real serial interface or a PCMCIA serial card. The cheap USB to serial interfaces are for the most part completely useless.
i bought the ems off the forum from justin Scremin. and i am using the serial port (old laptop) no usb to serial. and last but not least when i bought it i did not get the cd i was told i would not need it, and that the software is at your site mr controls but i had no luck, this is what was emailed to me.....