Check your power & ground wires, and maybe verify that the box is turning on. Mine acted up and it ended up being a power wire that was slightly loose. You could take the o2 sensor out, power up the system and verify the heater is turning on inside the sensor.

Also, the RJ-11 -> DB9 adapter is kinda cheesy. Verify that it's working properly. It's only got 3 wires and can be tested with a multitester. I forget the exact pin out, something like 2 to 2, 3 to 3, and 5 to 7 (RJ-11 to DB9).

Sometimes mine won't log either, and it always seems to do it when I'm going up to the burnout box. Typically, when it does this to me, I'll hit 'new' button (even though nothing's logged or on the screen). When it asks me if I want to save, I hit no. Then, on the new screen, i hit enter and it starts logging.