Thanks for your replies.
The reason why it wasn't working was because I needed to install the driver. It sounds a bit daft now - but I just assumed that the dongle was plug-and-play, having seen the message "Your Hardware is now Available to Use". I thought the installation of the driver using the link was to enable the Aimon to be used for playing PC games....never mind.
Sorry, I realise I posted this thread in the wrong place. I just saw the title "Configs" and assumed it was for discussions about config issues. I see now that its more to do with specific game settings. I never knew that the Elite was so configurable - how cool! I'm going to try the COD8 settings now and see how I get on.
What prompted me to use the setup software in the first place was that common issue of interference with the official Sony Wireless Stereo Headset. But that's another story, for another thread on another forum, I think