I ended up finding a driver that works for the DKU-5 cable it found the phone in (MobiMB, Oxygen, Nokia PC Suite) You can find the drivers here from Prolific:
http://tech.prolific.com.tw/visitor/v_welcome.asp At the site do a search for. wd_pl-2303 . download file ( wd_pl-2303hx_v20014v20026.zip ) second file down !
After this I just installed it, restarted, and pluged in my cable, windows found the driver and installed it to COM3. (Named Prolific USB-to-Serial Comm Port)
I had to restart because I had removed the older drivers, but you may have to anyway.
Hope this helps,

I have run into the same problem with windows xp myself... Im starting to get a little frustrated getting it to work !

i have the same problem on Windows XP

Hi, I have a 6610i and recently purchased a DKU-5 cable. I installed the drivers from the CD onto my PC (cable not connected at the time). I then downloaded the latest version of PC Suite from the Nokia website. While installing PC suite, it asks me to choose between DKU-5(serial) or DKU-2(USB) connections. Problem is, my DKU-5 has a USB connection. Choosing either of the two options results in there being no connection between the phone and the PC. I'm running Windows 2000, which does detect the DKU-5 cable. Do I possibly have the wrong version of PC Suite? Please help.
Thanx,
Johano