Arduino Leonardo R3 does not show up as a HID device on Win7 x64

I had a problem with my Iteadstudio Leonardo, but now I have an official Arduino Leonardo R3 and experience the same problem with installation on Windows 7 x64.

The hardware IDs are:

USB\VID_2341&PID_8036&REV_0100
USB\VID_2341&PID_8036

I need to use these instructions to have the Leonardos recognised and have the serial port working.

The problem is that the Leonardo still does not work as a HID device, eg. the following code does not work:

void setup() {
  Keyboard.begin();
}

void loop() {
  Keyboard.write('a');
  delay(5000);
}

Is there any advice on what should I to diagnose the problem?