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CC2540: Cannot connect CC Debugger to CC2540 dongle

Part Number: CC2540
Other Parts Discussed in Thread: CC2650

I am trying to debug using the CC debugger and CC 2540 USB Dongle.  I get the following error when I try to connect.  I do not see and XDS110 in the Ports under Device Manager.  I do see CC Debugger and CC2540 USB Dongle under Cebal controlled devices.

Error connecting to the target:
(Error -260 @ 0x0)
An attempt to connect to the XDS110 failed.
The cause may be one or more of: no XDS110 is connected, invalid
firmware update, invalid XDS110 serial number, or faulty USB
cable. The firmware and serial number may be updated using the
xdsdfu utility found in the .../ccs_base/common/uscif/xds110
directory of your installation. View the ReadMe.txt file there
for instructions.
(Emulation package 6.0.628.1)