How to fix "Failed to resolve (?wrong URL) cgminer.exe --bmsc-options"
Had you read the page on Slush's Pool on how to set up CGMiner, you would have gotten it right the first time. Use this:

cgminer.exe --bmsc-options 115200:20 -o stratum+tcp://stratum.bitcoin.cz:3333 -u Starfleet.worker3 -p * --bmsc-freq 0781