My laptop has a DB9 Male serial port and I use a standard DB9 Female/Male serial cable to connect to the Vex programming module.
Look for a standard DB9 cable that has two mounting screws on each end rather than any posts and they won't obstruct connecting, e.g.,
http://www.cablewholesale.com/specs/10d1-03203.htm
They can be found at CompUSA.
Downloading is 10-20 times faster with a native serial port than it is with a USB-to-serial converter like the one that comes with the Vex programming kit. It's most noticable when you're making lots of changes rapidly and trying to download them all.