Verify that the keyboard is correctly connected to the system.  

If a MIDI adapter cable is used to connect the keyboard to the sound card, 
the cable labeled [IN] should be connected to the port on the keyboard 
labeled [OUT], and vice versa.  (Do not plug [IN] to [IN].)  

You can test whether your computer is receiving the MIDI data from your 
keyboard using the Sound Check program, which is included with Discovering 
Music.  Select the option to "Test Input" under the MIDI Drivers section.  
You should see the MIDI channels light up on this screen when you press a 
key on your keyboard.

If the MIDI Input test fails, you may wish to contact the soundcard/hardware 
manufacturer for your computer to get the very latest MIDI drivers for your 
system.