Hi Glyn,
I got the SDR - J going a few weeks ago with the same dongle but you must use the included ZADIAG.exe to replace the driver with WinUsb - (list all devices) then select Options, Bulk In , Interface, Interface 0 - that's the dongle (1 is the IR port I think).
I couldn't get anything to work unless I put the gain up to 48 using sdr-j-dabreceiver-0.98.exe. I managed to get the local 10C mux from Chosen Hill and think it was the BBC National 12B. The Local mux was very choppy I could only get BBC Radio Glos on Audio. The other 3 wouldn't "sync" (probably not the correct term). I did get a better result with my home made Yagi pointing to Glos Airport even thought it's tuned to 127.425Mhz.
I got the SDRSharp going as well - very pretty! :)
Saying that, I think I will be using my "spare HRF" with no TX for now instead of the Dongle. You can use a windows driver to run it as well.
Give me a bell if you need to you.
Andy