Does the micro sd card reader in the RPi bundle do anything without a card inside?
Even though there are no explicit instructions for XP, I found a program that may work. I put the reader in my XP machine (without a card) and it did a little driver dance and asked for a reboot.
Since that time, nothing happens when I put the reader in a machine. Nothing happens in the system tray whether I've got a micro card loaded or not.
I finally got a Windows 7 machine to try it on and it doesn't do anything on that either (and the Fedora remix installer doesn't see any devices).
Did I zap it somehow?

