Welcome to the group.
VSWXGdsp.vxd is part of the Win98 drivers. It is not needed in WinXP. The final release XP drivers are available on my site (http://www.xpi-software.net
) if you don't have them already. I would use them rather than anything you might have on a Yamaha disk (which is likely to be an earlier version).
I don't go as far back with Cake as ProAudio - I switched to them (from Steinberg) at the time of SONAR2 - so I'm not sure I'm going to be able to help much. But if you plan to use the DS2416 control software that they semi-integrated into that product (I think), I would warn you that it is, by common consent, pretty dire. You'd be much better off with something like LUI, which is freeware and should still be available somewhere on the web (I can let you have a copy if not).
Best of luck with it.