All responses below are from other boards:
I got mine working under Windows 98se. The solution? The MIDI cable that came with the keyboard is junk. The pins on the keyboard end of the plug are tiny. I went to FRY's and got a MIDI cable for $24.95. It works great! You don't need special drivers, just a sound card that is MIDI enabled. My Soundblaster 16 works good. also for MIDI info and a neat diagnosis program which pointed me in the right direction, go to:
www.harmony-central.com
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http://www.oldsoftware.com/MusicStar.html