How to load an RCX from a modern system?
Buy a USB to Serial adapter. There are USB IR Towers, but the drivers are only for older version of Windows. A new USB/Serial adapter, on the other hand, should be compatible with Windows 10 (Windows 10 requires signed drivers, so do your homework before buying).
Use 3rd party software. For example, Brickx Command Center and leJOS are compatible with RCX and have a better chance of running on Windows 10 than the official LEGO software for RCX.


I also found this site, which has the same advice, but with pretty pictures and more details: http://www.instructables.com/id/Making-Mindstorms-RCX-Work-Again/

Note: If you use Linux, there is a built-in driver for the USB IR Tower in the kernel, so just about any Linux desktop system will "just work".