The ACT LED on the ProLinx gateway is hardwired to the TXD signal of the serial line. If this LED comes on solid when the serial cable is plugged in, that is telling you that there is a constant "Transmit" happening on the serial port. Disconnecting the cable should turn the LED off. If it does not, contact Technical Support for further diagnosis.
If it does go inactive, one factor could be your computer's physical serial port. There is an issue with some Dell Latitude laptops where the DC power supply causes the TXD signal to go active. During this state, serial communications packages such as Hyper Terminal are unable to communicate on the serial port successfully. To test this, disconnect the power cable from your laptop, with the serial cable still connected to the ProLinx' Debug port, and notice if the ACT LED remains ON, or if it goes OFF. If the LED is now OFF, then you should now be able to communicate to the Debug port and download your configuration file.