Okey, one of your cables worked on windows, my guess is you have a 64bit machine, and one of the cables does not have a driver for 64bit.
Are you saying that your Alesis was working using the OUT of the cable? That's impossible unless your keyboard has a MIDI IN and can recieve MIDI data. Maybe the prints for IN/OUT was interchanged for some reason?
If you want an advice, use your Alesis to play RB3, probably a better keyboard.
Also, those cables doesnt like to be plugeed in different USB ports, if possible, try to uninstall all the drivers that they installed (one for each port), and plug it back, and use always the same port.