The USB bridge in the Archos Jukebox Studio and Jukebox Recorder V1 is from before USB mass storage was standardized. That means it needs a special driver, and is hence not supported out of the box like other USB mass storage devices.
Such a driver exists for Windows XP 32 bit, but since the bridge chip is pretty old, no such driver exists for Windows Vista and later, or for 64 bit windows versions.
Since it works for you in XP, you must have installed this driver at some point. If you're running 32 bit Vista or Win7 you *might* be able to use the XP driver. For 64 bit windows this is definitely impossible.
Linux has a driver for this bridge chip (the In-System Design ISD200) built in. You can use that (or an XP virtual machine) in conjunction with a virtual machine software, if you choose one with good enough USB pass-through capabilities. VMware Server 2.x definitely works, as that's what I'm using. VMware Player 2.5 or higher should work too.