First, I assume you are using the F2M01C1. If this is the case, the datasheet lists two ways to power teh device. First is by using the DC jack on the back of the module (in which case, you need a 5V power supply with the correct plug on it) and second, byt supplying 5V through PIN9 of the DSUB connector. This qould require injecting power onto PIN9 from an external source (PIN9 is not commonly used). Giving a closer read of the data sheet might help:
http://www.free2move.se/pdf/Datasheet_F2M01C1.pdf