Hey guys I picked up a Behringer UMX250 today for pretty cheap. I have been using a M-Audio Keystudio. And its literally just plug and play. No setup required other than selecting it as an input device in preferences. Well this Behringer apparently is a whole different setup. Could someone give me some detailed instructions on how to set it up. Sonar is recognizing it and showing it but when I open up a VST synth to try to play something it doesn't do anything. Please help thank you.

I have a Behringer UMA25S (with inbuilt audio interface) - it works fine and was simply plug and play (sure  - all the knobs etc for various VSTs will require some 'midi learns').
 
What's your audio interface? Are you using the UCA222 USB Audio Interface that may have come with it?
Ensure your associated Audio in/outs are checked in Preferences.
Ensure MIDI Device in/outs to the UMX250 are checked in Preferences.
Ensure your drivers are current.
 
You can restart the Audio Engine if things haven't 'taken' or simply close and restart Sonar.
 
Ensure your track in/outs are pointing to the right place (they should have picked as defaults from above).
 

I didnt run it through an interface. I just hooked it up with the USB. I didnt get an interface with it. I picked it up at pawn shop for $30... Seemed like a decent deal for a new toy and a few more controls than the keystudio. I just hooked up the USB cable and let it install the drivers on its own. I do have a focusrite Saffire 6 USB which I use for mic and guitar. 

So you are likely running ASIO drivers for your Saffire6?
Test 1. If you've got the right cable test it through your Saffire6 (I see it only has the 2 inputs you might not want to sacrifice).
Test 2. Switch to MME to test the UMX250. (WASAPI or ASIO4ALL may be low enough latency to remain a realistic final solution if it plays well with both devices).
Test 3. Download the Behringer ASIO drivers for the the UMX250 and see how that plays with your Saffire6. (Be prepared to uninstall and put you Saffire6 only ASIO drivers back).

CM, My portable composing rig is almost exactly what you have. I'm running the Toshiba laptop with the Saffire 6 USB and the M-Audio Keystation 88 Pro. I have found that running the Keystation into the midi in on both my Saffire and my Roland Studio-Captures records flawlessly while using the USB on the Keystation directly in to the computer causes dropped notes. It is fine for slower passages but if you ever do any gliss passages, for example wiping your hand up the keyboard for that Hammond organ gliss, the straight in USB signal gets recorded as gobbled-gook with dropped and stuck notes. I was wondering if you had experienced this with your M-Audio rig. I have to say since I moved up to the i7 processor, I tested it a few times and the problem doesn't seem as bad but still is there. Any way, I just use the midi in on the Saffire with ASIO and it's good to go.

I got an older UMX25 and 61. Both via usb suck as a midi controller but fine as a usb keyboard.
I might try the midi via my interface as a controller.

ShellstaX
So you are likely running ASIO drivers for your Saffire6?
Test 1. If you've got the right cable test it through your Saffire6 (I see it only has the 2 inputs you might not want to sacrifice).
Test 2. Switch to MME to test the UMX250. (WASAPI or ASIO4ALL may be low enough latency to remain a realistic final solution if it plays well with both devices).
Test 3. Download the Behringer ASIO drivers for the the UMX250 and see how that plays with your Saffire6. (Be prepared to uninstall and put you Saffire6 only ASIO drivers back).

Well I dont have the right cables for it. I'll have to pick one up next pay day kind of on the broke side of things atm . I'll get one and test it that way. I've tried it with both ASIO4ALL and WASAPI. Havent tried MME yet. Will try it tomorrow. Not with the UMX250 atm. I will also try the Behringer ASIO drivers as well.  Thank you for your help and I will let you know as soon as I try your tests. 
 

Sidroe
CM, My portable composing rig is almost exactly what you have. I'm running the Toshiba laptop with the Saffire 6 USB and the M-Audio Keystation 88 Pro. I have found that running the Keystation into the midi in on both my Saffire and my Roland Studio-Captures records flawlessly while using the USB on the Keystation directly in to the computer causes dropped notes. It is fine for slower passages but if you ever do any gliss passages, for example wiping your hand up the keyboard for that Hammond organ gliss, the straight in USB signal gets recorded as gobbled-gook with dropped and stuck notes. I was wondering if you had experienced this with your M-Audio rig. I have to say since I moved up to the i7 processor, I tested it a few times and the problem doesn't seem as bad but still is there. Any way, I just use the midi in on the Saffire with ASIO and it's good to go.

Well I'm honestly not a good person to ask. As I'm really no good with piano/keyboard. Kind of in the process of learning. I know enough at the moment to find a melody in the same key as what I play on guitar. Or come up with simple basslines. Takes me a lot of playing around with it to find anything worth recording though. And just using the USB connection works great for what I can do. 
 
You mentioned "stuck notes" I have had an issue with something like this on the Keystudio. I've had maybe 3 instances where a key gets stuck playing.... its not stuck down or anything at least that I can visibly see but the synth will just keep playing the note til I hit the key again.. this has only happened with Cakewalk Sound Center and Z3ta+ 2 though. Which those are the 2 I use for the most part. And it usually only happens when I play a little harder than I should and seems to happen when I'm trying to play something fast. I havent had it happen while trying to record. Its only happened when I'm just messing around trying to come up with something. This could also be do to the fact that I accidentally knocked mine off of a table, it landed pretty hard broke the volume slider. I play at work in a fairly small office and the big keystudio is kind of hard to get around, which is another reason why I bought the Behringer. Because its a lot smaller.
 
I also have an M Audio Producer USB Mic that I bought for my fiance. Picked it up really cheap at a pawnshop as well. It only has the option of connecting via USB. I was a little skeptical of it at first. But after fiddling with it and getting the latency around 20ms with WASAPI its actually turned out to be a really good little mic for the $20 I spent on it. All in all my experience with the M-Audio stuff has been pretty good. I havent drained my bank account on anything of theirs so I can't speak for any of their higher end stuff. But the cheap stuff I've gotten seems like a good deal for the money. The keystudio I have was like $80 brand new with a copy of pro tools at guitar center. Wanted something cheap because I knew I'd be constantly transporting it and it would slowly get torn up through accidents. However I have been thinking about getting an M-Audio Axiom for home use. If and when I do I will be sure to let you know how it turns out. 
 
My rig is also a portable rig. Its a Sager X8100, i7 840qm, 8GB ram, dual Nvidia 285m, Realtek High Definition Audio. In 2009 -2010 it was an extremely high end gaming laptop. Not so much these days though lol.