I know this is an old topic, Here is my Issue.
I have everything set up correctly with my hardware:
-MPC2000XL
-Reason4 Running on Laptop
-M-audio Ozone Keyboard
I have MPC MIDI IN 1 going to KEYBOARD MIDI OUT on Ozone, and the USB MIDI OUT from Keyboard going to the MIDI OUT A on the MPC, and I have the USB OUT Cable going to Laptop (I'm sure you are asking why I have the KEYBOARD USB MIDI OUT going to the OUTPUTA of the MPC) Well Thats part of my confusion (Further down)
What is happening is that I can play my Keyboard and Trigger MPC sounds, and I can also play Reason sounds, (And even record the midi data from my keyboard as long as i use MPC sounds exclusively) but The Midi date is not getting passed from the MPC to reason to trigger/record the sounds.
HERE IS WHERE THE HEADACHE LIES:
The back of my Ozone is kind of confusing it has the following ports:
-2 Midi ports labeled OUTPUT (5pin DIN) and both are labeled individually as KEYBOARD and USB.
-the 3rd port (actual USB port) is labeled USB and is going to the laptop Reason4
here is a picture:

so that sort of indicates that there is no MIDI INPUT to pass the MPC data along to REASON......which means I am SOL with this model of Keyboard....BUT WAIT here is the conflict, when i click on the driver icon in the system tray it pops up this:

Which implies that there is a MIDI INPUT feature.
The Manual also has this diagram, further insinuating that the USB MIDI OUT port is in actuality an INPUT.

Anyone have this stupid Keyboard that can offer any help?