After I have finally ditched Windows I have a working setup in Linux (Ubuntu Studio). I posted a short tutorial on how to get the MegaDRUM talking with Ardour and connected to DrumGizmo (or whatever your choice of sequencer).
It's also useful as a guide for any MIDI setup using JACK.
http://cloneables.co.uk/music/how-to-se ... in-ardour/
Hope it's of use to someone!