Short of a manual, there's an excellent guide with pictures at
http://www.imaging-resource.com/PRODS/MX12/M12A.HTM
I haven't solved the cable problem yet, or know how to use it. I've ducked the need for it so far because I use a card reader which came with it's own software. I'm reviewing one I got from dcables.net (their DCRO 10) but it came with the wrong serial connection end for my computer, and hasn't been a priority yet to figure out how to adapt it.
If you can identify the software, I'm happy to look for it on my computer. I may have installed it when I got my Fuji MX-1200, but just haven't used it. I'm not even sure you need it. With the camera connected by serial cable to the PC, the PC may recognize the camera as an external device and allow you to drag and drop images from the camera to the PC.
Great camera though and easy to keep with you.
Many of the photos at my evolving Google web album page at
http://picasaweb.google.com/wolfsphotoden were shot using the Fuji. "Ortega Park" and "Dottie's Back Porch" are exclusively Fuji MX-1200; also a good number of the "Sea Cliff" building shots (not the long distance ones or the bird/vegetation shots).