The best way to setup serial connections is to use a DB25-Pin Male -> RJ45 D-SUB on the terminal side, and a DB9F -> RJ45 D-SUB on the PC side. Use a standard CAT5 Network cable (WECO Pairing) between them.
25-Pin Wiring:
Use the following Pin -> color setup...
Pin 2 - Orange
Pin 3 - White/Grey
Pin 4 - Yellow
Pin 5 - Black
Pin 7 - Blue
Pin 8 - Green
Pin 20 - Red
* Pin's not mentioned are not used
9-Pin Wiring:
Pin 1 - Red (Pin 6 gets tied to this also)
Pin 2 - Orange
Pin 3 - White/Grey
Pin 4 - Green
Pin 5 - Blue
Pin 6 - Red (Along with Pin 1)
Pin 7 - Black
Pin 8 - Yellow
* Pins 1 and 6 get tied together, if this is not possible leave pin 6 not connected.
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9-Pin -> 9-Pin Connections:
9-Pin Terminal #1:
Same as above 9-pin
9-Pin Terminal #2: (WYSE Side):
Pin 1 - Blue
Pin 2 - Orange
Pin 3 - Black
Pin 4 - Red
Pin 5 - Green
Pin 6 - Yellow
Pin 7 - Brown
Pin 8 - White/Grey
This should get you up and running...