UM-1G bizarre IN/OUT problem

Hi got the um-1g last week, but it's been bugging me for the whole weekend, i just can get it work with my yamaha np-30 until i did a strange test-out, originally i plug In to Out and Out to In as normally you will do, but seems there no signal coming out from my keyboard, i use windows xp and LMMS, when i hit a key on my PC keyboard, the OUT light is on, but the IN light is always off (the driver is properly installed) whatever i do on my digital keyboard until i swap the IN and OUT around, so i plug IN to IN and OUT to OUT on my keyboard and UN-1g works! the IN light is now constantly on the it works pretty well in LMMS, is that normal?