Midi noob

I am frustrated.
 
I just bought an AKAI MPK25 midi controller.  For the life of me, I can't get it to talk to Sonar (X1d).  So far:
I found a preset on the AKAI for Sonar and selected it.
In the preferences/MIDI/Devices, the AKAI is listed.
 
I can't even begin to understand what the issue is.  When I go to select the AKAI in preferences, once I hit apply, the check marks disappear.  Sonar won't let me select the AKAI.
 
A friend of mine brought over a cheap midi controller (one third of the price of the AKAI), we hooked it up and there was no problem.
 
I don't even know where to begin.  Any help is appreciated.
 
Thanks in advance,
Tom

Yay for plug-n-play friendliness!