I find it too confusing myself! There are two possibilities - either wire it the same as the PC 9pin so you use a crossover cable or wire it to connect to the PC 9pin so you use a straight thru cable. I try to stay away from using DTE & DCE terminology as more often than not the other person will be just as confused! When I label the connection TX, I mean it as an output, conversely with RX.

In the old days there was just a modem or a teletype - DCE or DTE. Since then, things have got a little blurred.