Basically, I don't know the answer.
However, from my experience with drivers, I'll describe a scenerio. You may have had a SIIG cable (I know nothing about them), with the driver loaded etc. Then you added an USB010 and driver. The 2 drivers possibly use some common elements in the operating system, preventing them from both working properly for their intended purposes.
If you had the SIIG interface first, you probably had some other use for it prior to PICAXE. One possibility is to unload both drivers and install just the USB010, then do some testing. Then, add the SIIG driver and try it again.
As I said, I'm guessing. Unfortunately, its not possible for a software house to test every combination of software imaginable when developing software. Consider yourself lucky that you have something that works, even though we don't understand why.