There is a very long thread on Cloudy Nights about de AUX connection (the one you linked). I think I read there about the communications protocols and that you cannot simply use a USB to RJ12 serial converted (FTDI chip) cable from the PC to the RJ12 AUX port in the mount. I do not know about USB-USB connection for the mounts that have a USB port like CGX. I didn't know the CGE-Pro has a USB port.
I just found this (www.nexstarsite.com/OddsNEnds/PortsCGEPro.htm):
PC Port - located on the electronics pier. This port can be used with two software packages from Celestron. The first is for upgrading the motor control firmware, though with hand control version 4.13 or higher, motor control firmware can be updated via the RS-232 port on the bottom of the hand control as well. The second is for a PC-based virtual hand control called NexRemote - details are found here. All other software on the market either communicates via the RS-232 Port discussed above or communicates with NexRemote which in turn communicates with the scope via this port. The connector for this port is an 8 conductor RJ-45. The signaling is standard RS-232 levels. When using NexRemote with the PC port, you need a "programming cable", not the standard RS-232 cable used to connect to the port on the bottom of the hand control. Click here for details on the cable used to connect this port to a PC.

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