Your unit came with a round din (6 pin I think). It plugs in the back of your Radio. Use that cable to connect to the back of your com port (should be port 1).
Once the HW is connected, go to calibrate. Select Seriel Pic Interface.
Go through the calibration process. Remember you have a Helicopter so you need to calibrate the bottom 4 channels
(5, 6, 7 ,

.
Once you get this working, then just use you USB adapter.
BTW, where did you get the USB thing ?
Josh