Arduino Mega 2560 not recognized by Windows 8.1

I bought a brand new Arduino Mega 2560 today, but Windows won't recognize it when I plug it into my laptop. By "not recognize", I mean my machine doesn't react to it at all. No error messages, no changes in Device Manager or anything. I checked the same USB port and cable with my Uno, and my Laptop detects the Uno just fine. I'm really scratching my head with this one. Any help would be much appreciated!

Have the vendor exchange it for one that works. It is defective.

You mean the OS, right? ;)