Yamaha DTXpress/DTXplorer/DTXtreme

I have just collected my new DTXpress that my
wife is getting me for Xmas - I am not allowed
to set it all up until Xmas but I have connected
up the "brain" so that I can see how it functions
and listen to some of the preset songs.
My problem is this - I have connected my computer
sequencer to the MIDI in socket on the "brain"
and I was expecting to be able to play some of my
sequences.  I can't get any
sound from the brain - I know I have a midi signal
at the Midi in on the brain because I have one of
those little LED attachments to test it.
What obvious thing am I doing wrong please ?
Perhaps there is a setting that I haven't done 
correctly ?

Thanks very much - I am looking forward to playing
it properly in a couple of weeks.

Regards

Kelvin Jouhar