connect failed: check configuration and cable connection ERROR IN DOWNLOADING A PROGRAM TO MICROCONT

Hi all,
I am getting error like connect failed check configuration and cable connection while downloading program into my microcontroller . Can any one help me out to solve this issue.

Seriously!!!

And just how do you think the members here can help you.... You need to give a little more info than this.

Microcontroller???
Programmer???
Programming suite????

A screen shot would be nice...