Electronic – How to debug UART

It sounds like you've connected TX and RX together.

The manual has the user using hyperterminal to send a text-file with the contents of + in it. I think the escape is just +, not +++. Also, you have to wait a few seconds (two is default) of no serial activity before the escape character will work.

I'm not sure if sending a text-file causes the terminal to behave differently then just typing +, or +++, but it might be worth trying. Maybe it needs basically no delay between the three +++, or it does something else (if the escape char is just +)

Also, have you checked that your signals are not inverted? Maybe the usb-serial is defaulting to normally high, and the module wants normally-low, or vice-versa.

Confirmed in comments below as three + characters, or +++. You have to send it as a text file. I suspect that feeding hyperterminal a text file causes the three bytes to be sent as close to each other as possible, while typing them manually causes a ~200ms+ inter-character delay (e.g. as fast as you can manually hit the + key).

Apparently the device has a much shorter "enter AT control mode" timeout them other similar devices, (like xBees, or such).