Here is what I have:
Led wiz (dev 1), Led wiz + gp (dev 2), and led wiz (dev 3).
One and two work fine (together) but 3 wont work at all.
I shouldn't have to have 1 and 2 plugged in before 3 will work right?
Ok, I got a bit confused with the references to "second LED-Wiz " and "Player 2". Sorry about that.
So no, you shouldn't be having any issues with all of them connected at the same time, UNLESS you are pulling too much current through your USB port. If you have too many devices on a USB port, additional devices may refuse to function.
To make sure this isn't the issue, you can try the device out on a second computer, or on different USB port (not connector, but PORT. Most computers have at least 2 ports with more than one connector per).
If Device number 3 works when neither of the others are connected, this would be a good indicator of this type of issue.
RandyT
*edit*
If the PC sees the device, it should work. This points to a wiring problem. Suspect the common 5v source connection to your devices.