I just got a new Microsoft Ergonomic 4000 and it seems to not work out of the box. It doesn't function in Windows or in the BIOS.
Are there any checks I can make before RMAing the keyboard?
Assuming this is the MS Natural Ergonomic Keyboard 4000. If it doesn't function in the BIOS and your previous keyboard does, RMA it. I have one of these and there is no reason why it should not work out of the box.