Some work better than others - I've seen Logitech USB wireless keyboards which exhibited no problems. I can only suggest you see the support forum for the manufacturer, and ask there if the issue isn't already covered.
If the CD/DVD don't show up in the hardware/device manager section of control panel/system (or administrative tools/computer amanement/disk maangement), your BIOS may have forgotten them and the PS/2 keyb should be deployed.
BOFH