I'm assuming you've all opened the settings withing multiscan and clicked on 'find interface' while your cable is connected to the laptop but not plugged into the car. Also, have you lowered the latency settings, this often helps.
I have it installed on 4 laptops and never had a single problem its been pretty much plug and play every time. I use the cables from 'buy-me-from-dan' on eBay.
Here's the link to the thread I created for solving the airbag light on a 156, should be fairly similar for other models. It may be of use to some of you..