Is it a Hedgehog or a Hedgehog "N"? If it's not the "N" (stands for networking) you can't connect either of them. If it's the "N", you can network it in to Hog4PC and control it from your phone with Touch OSC (hexler.net/software/touchosc-android).
If the keyboard uses a "generic" driver you should be fine. If the keyboard requires you to load a driver to use, then there's a chance it might not work.
I have a HedgeHog 4S and would like to connect to it with Hog4PC. im not real sure how to go about it and I really don't want to mess up a good thing that I have going how do I network the two?