USB-to-serial convertors, PC/CF card GPSs and Bluetooth GPSs use a software driver to provide a "virtual COM port". This allows any software to access the device as if it were connected to a regular COM port.
If you have a USB-to-serial convertor or CF card GPS, you need to install the driver software that came with it. During installation, it should tell you what COM port number it is using. This is important, as you need to enter the same COM port number in the Memory-Map GPS setup.
In the case of a Bluetooth GPS, the driver is provided with the Bluetooth hardware on the computer (whether it is built-in or a USB plug-in). Use the Bluetooth manager on the PC to connect the serial port with your GPS. Make a note of the COM port number.
If the driver setup does not provide you with a COM port number, you can find it from the Windows XP system as follows:
Ensure the hardware adaptor is connected and the GPS is switched on.
Click the Windows Start button, and right-click on My Computer.
Under System Tools, click Device Manager.
Look for an item named "Ports (COM & LPT)" (somewhere between Monitors and Processors in the device manager list). If Ports (COM & LPT) is not present, then the virtual com port driver for your device is not installed (or it does not think the device is connected).
Under Ports (COM & LPT), it shows a list of all the COM ports. The port number (eg COM5) is show with each entry.
For a Bluetooth GPS, if it lists one port as Incoming and one as Outgoing, you want the Outgoing one. This refers to which end initiates the connection, not to the direction the data flows. If it lists a whole bunch of Bluetooth ports, it should give you a com port number when you make the connection in the Bluetooth manager.
You can set any port number in the GPS settings using the Up/Down spin control. If you select COM10 or higher, the port changes to look like this \\.\COM10. I.e., it has a \\.\ in front and no colon after the port.