Since you do see the .CNK files, along with other files in the folder of recording, recording probably works, and the problem maybe with playback part. In particular, maybe the audio settings is incorrect.
Please try make a very short recording (around 10 seconds, i.e. stop recording a few seconds after you start it). Zip up the entire folder of the recording and email it to me. yaobing at jriver dot com
If I can play it, then we will concentrate on playback problem.