OK- Problem resolved.
The Korg nanoKONTROL Studio comes with different modes that you can power it up. "Turn On while holding down Key-This and Key-That." So, I powered it up in the Sonar Mode. Should work, right? Nah.....
Even in Sonar Mode Ya still gotta (AFAIK) do the ACT Generic Surface mode set up stuff, and and and, the messages (depending on the Mode you booted up in) that are sent over when you press Learn are suspect (hmmmm!).
When I selected Track 1, 1st radio button for Volume, and moved the slider and selected Learn, ACT learned, but the ACT called the slide control a wheel. That was odd. So (and thanks for the advice!!) I checked some of the other presents, and wheel was not being selected for volume slider.
Long story short, the Korg nanoKONTROL Studio (when booted in Sonar Mode), caused weirdness. If you set it up in the Assignable Mode (i.e. I think the Generic MIDI state), and then do all the assignments, then the proper midi message is sent to ACT. I think someone in Korg thought they were being helpful by enabling track Write when the slider was moved. (without considering the DAW composer, and producer for that matter). In design of this stuff does anyone ever ask the user?
And, did Korg ever detail in and technical documentation what sort of Weirdness they were programming into each of the bootup modes. Nah. Why inform the user.
Since we're on topic.... org nanoKONTROL Studio comes with a USB cable that is way too short. Had to swap out that one with my phone charger USB cord. Samsung was kind enough to supply a longer cable. Yay Samsung!!
Finalalalaly - the damn driver. When I installed, the Windows 7 SP1, crapped all over it since the driver had no Valid Microsoft Certificate. Hit the web and figured out how to turn that off. 2 or 3 installs, uninstalls, reboots, and the org nanoKONTROL Studio was talking with the OS. That was seriously a pain. Reminded me of the old Windows 3.1 days! Effffff.
Even though it's talking now (and works!) the Korg firmware update still refuses to function. Something to do with a Port Error. I dunno. At least it functions at this point.