Here's my maxcoin.conf
# MaxCoin Example Config
#https://en.bitcoin.it/wiki/Running_Bitcoin#Bitcoin.conf_Configuration_File
# Seed nodes
addnode=maxcoin.cloudapp.net
addnode=maxcoinus.cloudapp.net
addnode=maxcoinasia.cloudapp.net
addnode=maxexplorer.cloudapp.net
addnode=213.179.202.19
addnode=91.121.8.25
addnode=213.192.56.163:8334
# Enable RPC
server=1
# RPC information
rpcuser=ausername
rpcpassword=apassword
rpcconnect=127.0.0.1
rpcport=2121
# Mining
# gen=0
Comment out gen=1 or change to gen=0. This turns off the wallet miner.
Make sure you have rpconnect=127.0.0.1 this lets you connect to your localhost
Add an rpcport, it can be anything. I set mine to rpcport=2121.
In cgminer change your config to
cgminer.exe --keccak -o localhost:2121 -u ausername -p apassword
substitute ausername and apassword for the username and password you set your rpcuser= and your rpcpassword= to