Hi Andrew,
I think the problem is that the EyeX Engine is not able to recognize your PCEye Go. It is supposed to work with the latest PCEye Go firmware 1.2.2, so start by upgrading to that firmware version if you have not already. Please see this topic for some more info, since others have had the same problem: http://developer.tobii.com/community/forums/topic/pceyego-firmware-1-1-5-update-that-supports-eyex-sdk/