A500Pro: a little OT?

Hope this is not too OT, but any direction will be appreciated. Just bought a used Cakewalk A500Pro and set it up to play a well-functioning Proteus. The keyboard just sends constant MIDI data to the Proteus (Data LED blinks) but does not play the unit or change patches on it. Haven't tried other things yet. I did a Factory reset on the A500, but no soap. Both are on Channel 1. A500 getting power from computer via USB. I just had an ugly thought. I bought this to use as a simple controller for live performance. Does it have to have Sonar or some other sequencer software installed? Good grief, all I want it to do is change patches and play notes. Is there an authoritative source for troubleshooting info on this? Thanks to anyone who can help.