There's one cord that connects to the wand on one end and USB on the other end. Also instructions included with the software CD. and a sleeve that the wand slides into.
Could you get yourself verified by Listia? It only takes a few minutes and goes a long way towards trusting your auctions. Just go to your account page, scroll down to your Account Settings on the left and click on Verify Account. That's all there is to it. Just answer their questions and you're good to go. It gives your auctions more legitimacy knowing you are verified. Thanks!