There are a couple of Dashboard versions floating around.
What's the name of the one you're trying to get working?
One Dashboard released a few years ago by Innovation FIRST is the simplest to run.
http://www.ifirobotics.com/dashboard_viewer.shtml
Another is available through the Labview application that came in this year's or last year's Kit-of-Parts.
Both require you to connect your PC to the Dashboard output on the Operator Interface (OI). From either program you will have to select the proper serial port your PC is using - typically COM1 if it is a built-in serial port, and COM3 or 4 if you are using a USB-to-serial converter instead.
The port has to be set to the correct data rate for the OI Dashboard output:
19200 baud, No Parity, 8 data, 1 stop
There is more to it, but let us know what you're using first.