Can't get midi signal to record keyboard

For the given MIDI track, have you turned "input echo" on?   (The icon to the right of the red record circle)

bitman
What does the midi indicator in the tray do when you play some keys? Should show input. Start there.

I have the echo input on.  Also, I see nothing, no response in the meter when I play the keys, but I didn't check the midi indicator in the tray.  I will do that for sure.
 
Thanks

It finally started working.  Not sure exactly why.  I did all of the restarting etc. as suggested.
 
But, the problem now is that when I plug it in the yamaha keyboard it changes the sound of my session drummer from drums to some crazy keyboard sound.  It still says session drummer.  I have been trying to figure that out now.
 
Any suggestions.
 
Thanks

Catus Music, that is a very fine tutorial.  Nice Work.
 
I still can't figure out what is going on.   I only a few midi tracks that I recorded.  A very simple short keyboard part.
using Cakewalk TTS-1.  2 tracks of drums.  both set to session drummer.  All works fine until I plug in the midi keyboard into the USB.  Then what happens is that the cakewalk tts track output changes to session drummer.  No option for Cakewalk.  I can't get signal to the track I want to record.
 
I tried it in both Sonar and then installed Bandlab to see if it might work.  Same problem, but worse, now my Mackie control surface doesn't work in either software.  It's all set up the same.
 
Thanks if you have any solutions much appreciated.