First:
Are you using a genuine Korg AG-001 or AG-001A cable? If it's a Roland or Yamaha cable, they won't work (they're wired differently).
Have you set the serial baud rate of the N1 to the recommended setting, as per the manual?
If you need the driver, you can get it at:
http://www.korg.co.jp/support/SoundEditor/download/IBM.ZIP Steve Martin
Ward Music Ltd.