A few more questions, is your init connector the white/clear plug?
Also did you follow the instructions in the cobb manual exactly? I did reference the manual and it says that the following message:
"There was a problem with communication.Trying again... "
Is either a bad diagport, a wrong ap for your car, or your car ignition is not in the "on" position.
Is that the message you got?
Also to double check load the software, and plug your ap into your lap/desktop. Also make sure there are maps, because usually you have to download the base maps to your ap before you can do a reflash.
When your in, look at the options till you find ecu identifier and scroll down to make sure your car is listed there. If you dont see your car in here you have an ap for the wrong car.