Allan,
Data+ to +ve
Data- to -ve
Do not leave the DEFAULT* jumper connected to ground. This should only be jumpered to ground during "configuration" of the module. Modbus protocol will not work while the DEFAULT* line is connected to ground.
Please make sure that the power supply to the module is connected to EARTH GROUND and so is the ground of the PLC.
Regards,
David Reed
DGH Corporation, USA