These steps are no longer necessary if you are using CP 5.9.4 & CM 10.
CP 5.9.4 shipped the updated 12.9 version of CM connector.
Install CP 5.9.4
Install CM 10
Install CM_Client_x64.msi from CM 10 on CP machine & reboot.
Install CM_COMComponents_x64.msi from CM 10 on CP machine via Administrative command prompt.