I'm assuming that you're saying that you tried MyDMX on TWO machines(desktop and laptop), and that the MyDMX software RAN in "demo" mode using the latest build. Is that a correct statement?
Did you reboot after uninstalling and before installing the latest version? I usually reboot after installing a lot of software. Can't hurt.
Then, you've booted clean(well, as clean as your machines are) with the dongle unplugged. After booting and BEFORE running MyDMX, you've then plugged in the dongle(I am assuming as well that this is a problem area), and THEN after the OS recognizes the dongle, then and ONLY then running MyDMX(with the intention of using MyDMX to hopefully control lighting).
OK, a few more questions:
Are you using the included cable? Have you tried a known good USB A-B cable? Have you tried the included cable with another device? I'm just trying to rule out cable issues. Have you tried other USB ports? MyDMX doesn't "marry" itself to a port like some bits of hardwar and softwar do. Now I'm trying to see if it's the USB ports. Do you have some other USB device that you can try to use on your USB ports? Assuming that all your USB ports are responding, then it's not the USB ports. If your cables are all working, then it's NOT the cables
What lights are showing up on the dongle?
I'm not saying your dongle is toast yet, but it is looking that your initial diagnosis may be right. It's just necessary to do additional troubleshooting. Let's look at the good things you'be done: You've de-installed and re-installed using the latest version. You're trying to be thorough with your descriptions.
One last question:
Are you running the 32-bit version of XP? 99% of users are(I am). MyDMX DOES NOT work on 64-bit OS's at this point in time. I seriously doubt that is the problem.
Do a bit more "work" and report back your findings. But, I'd also recommend that even with all the troubleshooting, DO contact support on Monday. If you've just purchased MyDMX, I'd say "screw it, bring it back and get another". ADJ gives away the software, knowing it's not going to work for control unless you purchase a dongle.
Do the additional tests. Report back. Call Support. Be prepared for some warranty work or an exchange so have your receipt handy. I just bought an Audix OM-5 and a Telefunken M-80 at Guitat Center earlier today and I was pleased to see MyDMX on the shelf. I didn't check the price.