Tascam Us-122 No Midi Signal Options

[AngreeDwrf]

Hi
Ive been using my tascam US-122 to record audio for a few years now and I am finally getting around to using it for midi. My keyboard is a Yamaha S-80, which i have simply connected via midi cables- out to in and in to out (nothing for through). The little midi in/out lights on the tascam dont light up when i play. Maybe there is something I need to do on the S80? My program is cakewalk sonar, if that has anything to do with it, which i have assigned the Tascam midi ports and everything. I have a few other VST programs that I would really like to get this working with, so if anyone has any info, please let me know. I am very new to MIDI controlling, obviously. Thanks for the help...