Connecting Casio keyboard to computer
 

What I am trying to do is play a note on my Casio LK-40 keyboard and see what note I played on my computer monitor.

Casio LK-40 keyboard is connected to a Windows XP Home computer via a Midiman UNO USB MIDI interface. I tried using the MIDI-OX program and am able to control the Casio LK-40 from the PC but not vice versa. ie nothing I do on the Casio is shown as input to the PC. I don't know if this is a hardware or software problem.

Can anyone suggest how to go about trouble shooting this problem? Is there a program out there that will show on the PC screen what note I am hitting on the Casio keyboard?