I got this connected up to my mac. I chopped up an ethernet cable to connect to the RJ45 socket on the bottom of the CurrentCost monitor. Those are the cables coming in at the bottom.
Thanks to Roo Reynolds who told me the CurrentCost data cable -- which I don't have -- has a USB-to-RS232 converter in it, and actually outputs at 3.3v. So I connected it up via another USB/serial converter I got recently from Lady Ada.
The pic's a bit fuzzy, so here's the order of wires from the ethernet cable, Left to Right:
green/white (pin 7, data in to CurrentCost)
blue (pin 4, ground)
brown (pin 8, data out from CurrentCost)