getting 500 to write midi in protools

how do I configure protools to write midi data from the 500. i can sync the 500 to protools, so when i play on pro tools it plays the 500 simultaneously, but i cant get it to write midi data. i'm new to this machine, and sort of new to pro tools midi. i have a controller, an m-audio keyboard, that works fine, but i cant for the life of me figure out how to set up the 500. i created a midi profile with the according ins and outs(i think) but the only way i can get sound to go to pro tools is with the audio outs on the 500. anyone got any advice??