Finally i found the solution to my sustain problem. I really had to change midi channel before this problem resolved.
First i have to change custom to all that i can see midi channel box. There was 'None' selected. I change it to channel 1 and now everything work as it should be with my Roland BK-5 keyboard. Thank you all for your help. I appreciate it.
Edit: Red box is little bit wrong place. Sorry. Midi Channel box is one before it. There is letter c. B is midi bank.