Is your VM running a 32 bit OS with all the drivers installed?
I am running Win XP VM and have had trouble installing drivers I guess? I have a few yellow "?" marks in Device Manager. (Base system Device, and Video Controller (VGA Compatible)
I kind of don't think thats the problem though. Because I had followed every step in Juniors PDF.
I think I have problems with finding the correct port the cable is using :S not sure how i'm wrapping my head around this. (I should probably use the cable soon...lol)