Yamaha DTXpress/DTXplorer/DTXtreme

Hi

I just got my DTX2 and Im having problems recording into Sonar.

I can play midi into it from the P.C. And my Midisport is showing a 
constant midi light for midi incoming from the kit. But, there is no 
midi being recorded.

I am at my wits end with this now. Any help appreciated.

Cheers

Si