Disklavier

I received a Disklavier Mark II Upright as a gift this year, and
recently bought a M-Audio 1x1 MIDI channel USB connector to use the
functionality of Cakewalk direct to my piano.  M-Audio had very little
to say about connecting to a midi device, either in print or on their
website, mostly about installing the drivers correctly on the PC.  I
consulted Yamaha's "Advanced Operation Manual" on the correct settings
for the MIDI in/out of the piano.  When I attempt to record to a track
on Cakewalk, I power on the piano, with no diskette in the drive,I
then select the correct input/output ports through the Options menu,
click on the record button and begin to play. The piano keys stick,
and when recording is stopped, no notes are shown to have been
recorded, at least not the ones I have played.  Playback works through
VanBasco's Karaoke player, but it isn't clean, i.e. if a song is
stopped midstream, and the pedal was in use the piano 'hangs' there
indefinitely. I read in the Yamaha book that the MIDI-thru option in
my software must be disabled to avoid garbled data and midi feedback,
but I don't know how that's done.  Please help! Note: I run Cakewalk
Pro Audio 9 on WinXP Home.