Do you see the MIDI lights flickering at all when you turn a knob?
Also, the JX-8P must be set to receive SysEx. After all is set properly on the JX, save the MIDI settings by entering the MIDI mode and pressing Write.
Hope this helps,
Cheers,
Rainer (creator of the profile you're trying to get to work)
--
My music: http://www.soundcloud.com/planeshifter
My music: http://www.soundcloud.com/planeshifter