Don't hurt your head! You'll get it!
When I first inserted the Bunny while in switch position 3, it showed as Storage, Great!
Then, I had to look in the Device Manager which showed a CDC Serial device that it could not find a driver for. Choose to manually search for the driver, and it is on the BashBunny's Mass Storage!! How nice was that!
I then checked the port in Device Manager, and mine was COM4. I configured it as shown with the baud rate. I then open Putty, chose a Serial connection, pointed to COM4 with the same baud settings and clicked connect.
Now, this next part stopped me a few times! The screen was blank! I pressed Enter (I think any key might work), and the login screen appears! root:hak5bunny
Good luck. Please post any screenshots of any steps that don't look like I (or the wiki) described.