Well, I lucked into my own solution, as I hadn't heard a word from support (quite disappointing).
After mucking about with permissions, etc. on the folder on the Windows side of things, the soundsets finally appeared in the SO folder in the picture above, but they would not 'install' even after double clicking.
I have no explanation for why it worked, but right clicking on the soundset and selecting 'Reset Root' created its own 'Sound Sets' folder at the same level as the Songs, Macros, etc. level and voila, all soundset files (the free stuff you get when you download SO3 from the website) appeared, and were available to load onto tracks.
Again, I have no explanation for how/why this worked. I'm only offering it for anyone who may have a similar strange problem like this in the future.