Why won't my USB external keypad work?

Hi there, I'm trying to set up my Targus Wireless Numeric Keypad (AKP11CA) to my MacBook (OS X). Nothing seems to work. I am supposed to plug in the USB receiver, then turn the keypad on. The first time I did this, the computer recognized that I was trying to plug in an external keypad, and asked me to press the key to the right of my shift button. Since my keypad only has numbers, this was impossible, so I skipped it, and then they gave me three choices to choose from: JIS, ISO or ANSI. I assume my keyboard is none of these things.

I have tried different combinations of how I plug it in: Turn it on first then plug it it, turn it on, plug it in, then reset, etc. Nothing has worked. I've also checked the battery. Help!