Gasman
You need to download and install the Profilux Control software. The .Mhx file is simply the firmware you need to apply to the Profilux II unit.
Once you have the Profilux Control software installed, you connect your Serial cable to the Profilux, and your computer. When you launch the soiftware, connect to your Profilux via the RS232 interface (this is your serial port).
Once the software and your profilux are communicating you can perform a firmware update, this is what you do with the .Mhx file. Using the software you transmit the file to the profilux.
Please, and I cannot stress this enough, read ALL of the prompts carefully during the process. Older firmware updates were not as graceful as they are today. Do each step as prompted. If you have any questions I can help you over the phone on Tuesday when I am back at the store (Progressive Reef).
Gareth