All you need to connect over the console is a serial null modem cable - you might need some 9/25 and/or m/f converters but that's essentially it. Console settings are 9600baud, 8 bits no parity 1 stop (9600-8-n-1). This works fine with hyperterminal if you have the right cable. They key is that it must be a null modem cable, thats's got it I/O swapped.

I'm pretty sure RJ-45 doesn't come into it anywhere.