I don't think there are many places that rent WS equipment in and around Chicago. However, if you can drive north a couple of hours, you can find some for rent at Wind Power, a WIndsurf and Kiteboard shop in Fond Du Lac, Wisconsin. (Sailing is on lake Winnebago.) www.windpowerwindsurfing.com
Check their website and give Ben, the manager of the store, a call. This upcoming w-e they have their annual racing event.