I have finally got it to work...Thanks for all of your replies, I was getting a little nervous last night but everything is working perfect.

I went into Hyperterminal and pressed Ctrl-A at the right time which brought me to the pump. I then closed Hyperterminal without exiting out of the pump and went into the UpgradeEmpeg.exe I followed the instructions and it found the serial port. It tried looking for the empeg and I removed the power and plugged it back in and it grabbed the empeg before it went through its bootup process and installed the firmware perfectly.