Make sure to get the right firmware upgrade for your ECU, unzip it to a folder on your PC, close Calibrator, run upgrade.cmd with the ECU connected and powered on. Once that completes successfully, power off the ECU and after powering back on connect with Calibrator.
If you have used the ECU before, open your old configuration, select to work offline when prompted, then select "Convert configuration file" from the File menu in Calibrator and choose the configuration file included with the new firmware, save with a new file name when prompted and the new file will be compatible with the new firmware but contain most of your old settings.