Hello, @behndy. And welcome to Backstage!
I’m sure we’ll sort this out and that you’ll have a lot of fun with your Play+ (calling the old Play “Minus” made me laugh).
I’d like to point you to 2 different potential issues:
First, do you happen to have an AMD CPU in your computer? Then you might suffer from a known issue, which thankfully also have a solution: Connect the Play+ via a powered USB hub.
Second, as you are on Windows, did you set up ASIO4ALL or something similar? @Sandroid wrote a great guide on how to set things up on Windows.