Sinha,
I got your message. Are you sure that it is a 9pin on the CNC and not a 25pin? I will have to do some digging. I don't think that I have seen the 9pin on the CNC before but I may have some notes on it somewere.
I use Dostek DNC and Enet DNC software and like them both. These are not free software as you are looking for but if you choose down the road you would like something with more bells and wistles let me know I will give you the contact info. Also I know Dan Fritz has his own software. I don't think it's free but I believe he has trial versions.
As for free software I copied this link from another thread that Al posted as free software. I know there is more out there. Try google. If not you can always use your HyperTerminal which every PC should have.
http://www.cadem.com/dnc/freednc.htm
Stevo