midi issues

I purchased an Oxygen8 v2 to be able to use with Cakewalk TTS-1. I can't get my Oxygen8 to link with the TTS at all. If I click on one of the piano rolls keys, I get sound. But if I click on the Oxygen8's keys, nothing. It's activated in the Cakewalk's midi devices, it's set as the input for the TTS track. I use the Oxygen8 with Reason(RewireDevice) and it works great. I use the MPU-401 as my midi output device. I'm using WindowsXP.

Any ideas?