Alienware 17 Light Show With AlienFX

Hi I have an Alienware 17 and just recently discovered the option of doing light shows with itunes, winamp, and windows media player, yet I can get none of them to work. On windows media player, for instance, I can select AlienFX under visualizations, and then I get the alien logo, but my keyboard doesn't change. In itunes I cant even select it (it isn't there after putting the plugin into the Apple Computer folder) and when I select it in Winamp nothing happens. I was wondering if it is actually possible to get a light show on this computer, and if so, how do I do it.