Hey everybody! I might found the solution. I had this problem aswell and I'm running my pc on W10 Pro. I just tested it and reboot the pc and everything works fine so far

. This is what you should do:
Step 1: Download the latest version of Razer Megalodon Firmware Updater.
Step 2: If you haven't done it already, unplug your Razer Magalodon.
Step 3: Hold down the center button from your device (it's the one with the razer logo on it) and hold it when you plug in the USB
Step 4: If you done this correctly the 7.1 should only give light. if it doesn't follow Step 2 and 3 again.
Step 5: Windows will install automaticaly something for your Razer Megalodon, you should wait untill it's done.
Step 6: Open your Razer Megalodon Firmware Updater and press next. It should be installing now. If it shows, device not detected or something. Follow Step 2, 3 and 4.
Note: During the install the 2.1 and 7.1 will be blinking and the volume bar from the device will be moving aswell. (This means you're doing a great job so far!)
Step 7: Finish the install
and you MUST un plug and plug in the USB before you start to use the Razer Megalodon.
It should be working now and you can also reboot the pc to check it out if this actually worked