Maybe you´re doing something wrong, this is they way it works with my equipment :

- Ensure that there´s NO USB-connection between Audya and PC !!!
- switch on PC
- switch on the Audya and wait until it´s ready
- Set "USB-MIDI" to "ON"
- Now connect the Audya via USB to your PC
- The PC should detect a new "USB-Device"
- In your sequencers MIDI-Settings you should now find a "KETRON AUDYA KEYBOARD".

If you want to finish FIRST UNPLUG the USB-connection between PC and Audya and THEN set USB-Mode to "OFF" again.

ONLY IN THIS CASE the "remove hardware" from Win is not necessary, because the PC has no access to the Audyas harddisk.

In case you set "USB-MIDI" to "OFF" while PC and Audya are still connected the Audya will switch to "USB-HD-connection" ( "USB-Connected" displayed in the Audya ) but it will not be recognized by the PC and you´re not able to disconnect it via "remove hardware" !
So data-loss and file-corruption may occur on Audyas harddisk !

I tried it they way you did ( first the "normal" USB-Connection ) that didn´t work !