Chantal, first thing I would do is get the USB-serial device working. Connect it up and loop the TX and RX at the serial end and try it out in Hyperterminal.
Then get the PIC and MAX232 wired up. Blink an LED first, to make sure the PIC is running. Diagrams abound via Google for the PIC-to-MAX232 wiring connections.
When you've got it all wired together, you'll need serial routines for the PIC. Check Nigel's tutorials (see the forum Sticky), or piclist.com, or Google...there are tons of examples, really, in any language you want.
So post what you have and let's see where you're having trouble.