I have been useing my 6exa on xp for about a week and i have no problems other than sometimes i get a bit of noise and the aeroplane kicks to the side for a second. BUT YES IT WORKS.
You could be in trouble... Futaba suggests that you REMOVE the TX Crystal in cases like this, since its a computer radio you could end up with RF damage since there is nothing receiving what is being transmitted. I dont know if the 6EXA has the same problems as the 6XAS (being used on your PC or as a buddy box) But I used my 6XAS with RealFlight and I got "noise and the plane kicked sideways" and I was using the supplied RealFlight TX adapter cord. At first I didnt think anything of it until I went flying, SAME thing happed with plane as it did on the Sim, banked hard left with no input, so I email Futaba about it, they suggested that I send it in to have it looked at -- it was replaced because of "RF Damage" as they put it. Since then I take the TX crystal out before using it with the Sim or as a BuddyBox.