Do post!
Just as a note for others:
The fact that something doesn't show up as a MIDI device doesn't make it a BAD device, it just means that MyDMX won't be able to recognize it due to how MIDI is currently implemented. Thanks to this new class compliant standard that many devices use, its actually provides a better general interface that makes it easier for many developers to design cost-effective hardware for(USB devices). Even so, class compliant doesn't mean that's as good as it gets. Many devices aren't fully functional in class compliant mode and work best with their own driver installed, which may move them from being an audio device to being a MIDI device. However, this can still be true with class compliant devices.
On a tangent, devices that only have the round 5 pin DIN traditional MIDI ports, this doesn't apply. Now it's all up your MIDI interface! The MIDI interface is the item that acts as the conduit between MIDI and the computer. Since barely anyone is doing MIDI via serial connectivity anymore, I won't go into the async conversions to a USB stream. The other option is Firewire, but that's typically going to be integrated in a unit that's doing more than just 1394 to MIDI, it will also be an audio interface.
The MIDIMoose doesn't appear to connect via USB, so the audio/MIDI device discussion is irrelvant and non-applicable. You're going to need a USB MIDI interface to use this with MyDMX. No need to waste their time with a phone call. Get to the music store to investigate a MIDI interface!