Here's an e-mail I just recieved from CH tech support. It sums up what they can or cannot do.
40Dog CO MAW
Sir,
I am sorry but Microsoft has chosen to close the keyboard port to
programming capability for game port devices in all of it's NT based
operating systems, this includes Windows 2000 and XP (Home and
Professional). They refer to this as a "security feature". This means
there will be no possibility of programming the devices in Windows XP with
Speed Keys as well as the impossibility to write new software to program
the devices through the keyboard pass through. We have tried numerous work
a rounds but the fact is we would have to edit the operating system in
order to get this to work and Microshaft just flat does not dig it when you
hack their operating systems. I am sorry but you have upgraded past your
controllers. USB is really the only connection medium that Microshaft has
left open to the hard-core gamer set. We will be coming out with just
basic drivers for our game port controllers but they will not be
programmable (unless you use a dual boot or separate computer and program
them in another operating system and then use them in XP). As of now there
are no game port drivers for Windows XP, look for them on our web site
summer 2002. Until then try the Windows 2000 work around from our web site
http://www.chproducts.com/cgi-bin/fom?file=262