Yamaha DTXpress/DTXplorer/DTXtreme

I am a newbie to MIDI. Not computers, just MIDI. I have a first 
version DTXpress, and Cakewalk Sonar XL 2.0. Here's what I want to do:

I want to use the DTXpress to trigger(start/stop) playback in 
Cakewalk. Basically, I want to record some bass lines into my 
computer then use the DTXpress to play them back so I can play along 
with them(usually I would be playing along with them on my acoustic 
drums). An ideal situation would be to have several songs in a list 
that I could use the DTXPress not only start and stop playback but to 
move from one song to the next(using a pad or two) as well.

At current I still haven't gotten anything to work in my quest to 
just get the DTXpress connected to any of my computers, not even for 
just a SYSEX dump. But I would like to know if anyone else on this 
board has done what I am talking about successfully before and if so 
how did you do it? Feeel free to give me the short version if you 
don't feel like elaborating...

TIA,
Carson