I have a new Playbook that I connect to my Macbook Pro. I was able to connect to BlackBerry s/w on OS X immediately but I was having troubles connecting on Windows XP (running on Parallels).
The symptom that something was amiss was that when I connected the Playbook via USB cable (and USB was "owned" by the V/M) Windows presented me with the "found new hardware but don't have drivers" error and dialogue windows.
This was finally resolved when I found, in the Playbook configuration settings, under "Storage & sharing", an option for USB Connections. The default was "Automatically Connect". When I changed this to "Connect to Windows", the Playbook immediately was recognized in Windows. Woo hoo.