If you have been into preferences and selected everything that applies, you must also click on "TRACKS" and select inputs and outputs, then expand each track. This can be done by dragging the bottom line of the track downwards sufficiently with the mouse, to reveal more selections of input and output devices, and also "Clips" where you may want to make other selections. (Quite a lot of clicking and selecting before you can start recording) don't worry it gets quicker with practise! After dispensing with the clip requirements, you can attend to the Input and output devices which appear at the left-hand side of each track. The identification icons or symbols for these are really tiny and hard to distinguish, so use your glasses or a magnifying glass. PLEASE Cakewalk, could you use larger print and symbols here, it would make life a lot easier. Now, after completing all of the foregoing,
save the file, then click on "EXIT" at the bottom, and when you reopen it you should find everything working.
PS: IMPORTANT: You may also find that connecting your Roland using a MIDI lead will solve some of your problems. Let me give you the benefit of my experience: I am an 84 year-old novice (Admittedly with some accrued experience now) and recently, I had a baffling problem. I had bought a new M-Audio controller keyboard and a new Bespeco sustain pedal, and I had just upgraded to Sonar Artist, and I also upgraded my music libraries. They worked well with the program in stand-alone mode. However, when I tried to use them within a VST plugin situation, that's when it all went wrong. Every time I used the sustain pedal I either lost the sound or it sustained and wouldn't stop! I worked at it for about three weeks, and only then asked for help from several experts. No one could advise me, but this is no reflection on the experts all of whom were really trying to help but they didn't know the state of my PC. So, I made a decision: I decided to save all the important files by doing a complete backup to a removable drive, and then format the hard drive in my desktop, reinstall Windows, repopulate with all my music production software, and guess what? I did all that, and everything worked
and the sustain pedal worked! So, my advice is: start off with a clean sheet, get rid of all the dross that builds up in your computer, give the new software a proper chance to do it's stuff, it will pay dividends. I'm glad did. Hope you find this helpful. Best wishes, Bernard.