Use a DB9 to DB9 null modem cable. Sometimes the Cisco Secure PIX Firewall will ship with two DB9 to RJ-45 adapters. If you have these adapters, connect one to the Cisco Secure PIX Firewall, and the other to your PC's serial port. Use a rollover cable (not a crossover cable) to connect between the two RJ-45 adapters. Set your HyperTerminal settings to N81, no flow control, 9600 baud. If you are still having trouble, check your PC COM port configuration and verify it is setup and working properly. If you're confident everything else is setup properly, test it on a router or switch and see if you get a prompt there. For more information, go to the PIX documentation for your PIX software version. From that page, select Installation Guide, and then select Installing Interface Cables for detailed diagrams and instructions.
HTH
R/Yusuf