No, the radios don't need to be put in a programming mode. If your RIB, cable and serial port are all working correctly, it should work
I'm thinking you meant to type RLN-4008b?
I'd suggest making sure the RIB is plugged in using the wall wart, or at least you have a new battery in there. Just because the red LED next to the power switch comes on doesn't mean the battery has enough juice to work.
You didn't mention how you are interfacing the RIB to your PC? That could be an issue also. Some information on your PC would help as well.
Some USB to serial converters will work, some don't. Sometimes you can try adjusting the buffers for the port using the Control Panel/System stuff. I've had to adjust this on some machines to get it to talk correctly.
The other thing to make sure of is that you selected the correct COM port before telling the software to read or write. I'm really tired, and the location is escaping me, but you might need to search around.