Pro-95 & win95
Note that you could plug a "stick" into the PC/IF jack of a PRO-95 and get the 'clone mode' message. Inserting a plug simply trips a switch in the jack, it's nothing all that high tech.
One common problem people make is to use the short "pigtail" that comes with some cables. It is NOT needed. I have not used that version of USB cable you have, but I have used the prior model (20-047), the COM port version and some home made cables all successfully. What often confuses people is that the cable end is a "stereo" connection while that scanner only uses a "mono" connection. Nevertheless you don't want to use the short pigtail, just plug the stereo cable end into the scanner.
When I send from the computer with the older USB cable, BOTH LEDs light to show data being sent. The LEDs should at least pulse once when you try to program the scanner, and that would also confirm a correct COM port setting.
Common problems include not having the correct driver for your operating system. If you're running Windows7, make sure you have installed the Windows7 version of the CABLE driver. If XP, ..... etc.
I have the "extra write time" box unchecked. I have the "set RTS high" box unchecked. And I have the "enable readback tests" box checked.
Another problem I once ran into had to do with the fact I have every WINxx program installed (WIN92, WIN93, WIN95, WIN....) and I was using a wrong DLL. If you've only got WIN95 installed and/or it is in its own directory, that shouldn't be an issue.