Nevermind Einar helped me with my problem in a email. If anybody needs help here it is.
Pull batteries
Put batteries in
Hold down sync while powering up controller (you can do this before plugging in the PnC cable)
Wait for LED3/LED4 to turn off
You can stop holding sync, and plug in...
I just bought a red led PnC sleeper from you guys, but I don't know how to hook the thing up to my computer. When I plug in the PnC cable the sync button is covered to get it to sync to the computer. What are the correct steps to get it hooked up to my computer?