There was an issue at one point where the CM15A was not recognized, but it does work now. I have been using it for Raspberry Pi, Windows XP, and Windows 7 so I know it currently functions on those systems. I have not used Windows 8, so I can't say for sure about that.
When installing HG, it should have popped up a dialog of some kind saying that you need to install drivers for usblib or something like that. If this is correctly installed, you should be able to get HG to recognize the interface. When you first start up HG, you need to go to the Interfaces menu. Select X10 -> Enabled. Select the connection type and select the USB option. Make sure you enable whatever house codes you plan on using. In order to send a command, you need to add the module to a group first. Once it's in there, you can go to the control menu and operate things on/off/dim.
I believe this is available in the documentation with pictures of each step. If you have more questions, post away.