Okay, you got my curiosity up so I hooked it up again. The cable included with the HMI programmer does do the RS232 to TTL conversion and works fine with a standard USB to RS232 Serial adapter. External power must be supplied to the servo via the HMI cable (the HMI cable has three branches...one to the RS232 connector, one to the servo, one to V+ and Gnd.) in order for the programmer software to connect to the servo. Simply enough, just start the HMI programming app., select the proper COM port, select connect and away you go.
I should note, these Hitec digital robot servos are looking for 6 to 7 V+. Any dip below 6v and they will not run/connect to the programmer. They also draw more current so battery drain will be faster than with standard analog servos. But...they are very cool with all the added controls, torque and precision.