As a complement to the first "receipe" that indeed works, it is possible to monitor the data circulating on the RS-232 link on the scope terminal. 

To do so : "Utilities"->"Special Modes"->"Remote Ctrl. Assistant"->"RS-232 also"


Then you can type the commands on the PC console, and they will appear on the scope screen confirming correct operation, or a problem in the RS-232 link if nothing appears.


Of course, the scope must have been set to remote RS-232 by selecting the correct configuration in "Utilities"->"GPIB/RS-232 setup".