Hi everybody.
I would just like to help any others who are having trouble talking to the EM-406a GPS module. You can talk directly to it, even upgrade the firmware, with JUST AN ARDUINO BOARD an FTDI cable is NOT required. It's very simple but took me days and days to find it.
You just remove the ATMEGA328 chip from the board, then you may talk directly to the GPS via the arduino boards serial pins 0 and 1.
So remove the chip, plug your GPS into the two serial pins, 0 and 1 on your UNO or Duemilanove board and connect it to your PC. Use the same port that you talk to the board with to talk to devices connected to arduino board.
Test the board is talking ok with either the mini GPS software or Sirfdemo first to be sure. Then go ahead and follow the upgrade instructions given on this site for using the flash tool.
Hope this saves some frustration.
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This is just what i was looking for thanks.