Our units are not daisy chained. I have no experience with trying to connect to them this way. I only connect one unit at a time. I also have not used Hyperterminal to do this. Always with a teach pendant or a few times with program called TeraTerm Pro. To connect to a computer requires a non-standard RS232 pinout at the NSK end. I do not have a pinout available but the manual has a diagram.
I would suspect you need to enter some sort of axis or unit ID indicating which drive you want to communicate with. I don't know what the parameter is for this. It should be in the manual. If you don't have a manual you will need to get one from a distributor, NSK or maybe online. I no longer have access to a manual and am going off of memory. The manual is not the easiest to use but I always found the information I needed in there.