Hi, I'm Bianca, an Independent Advisor for Microsoft, an expert and a Microsoft user like you. I'm happy to assist you.
Sorry to hear you're experiencing this issue. May I ask if you are receiving any errors or error code when trying to connect the keyboard?
You might need to download and install the drivers for the keyboard. Check the link below:
http://www.microsoft.com/hardware/en-us/downloads
I hope this helps. If not, let me know if this does not work or if you've tried this already.