Well that's a plus, if your Etrex is detected it's not the cable
You need to untick the box that says 'Follow road (google map)'.
Once that's unticked you can click away and the route will go from waypoint to waypoint.
To send to gps simply click on 'Download route'.
You'll get a pop up box, that is pretty self explanatory, and you get the option to send it to your GPS or your PC, just make sure you tick the box that says gpx route