The product is not currently Vista-compatible.

If you`re using a different version of Windows, when the Action Replay application loads, there’s a mouse symbol on the main menu which activates USB mode. Make sure you’ve allowed the application to load to this stage. Also, make sure your console has been shown as ‘installed’ within the device manager. To access device manger, right-click on the ‘My Computer’ icon, select Properties, select Hardware and select Device Manager. If the device is not installed, it’s shown with a yellow question or exclamation mark.

Also, if you have your Action Replay connected to a USB hub, try removing it and connecting to a USB port on the computer itself.