Notes don't play when written

Hi there fella's. This is driving me knuts!

Up until now I have been mostly playing and recording with MPC software. But I have suddenly been trying to write music manually into the piano roll with the mouse and the notes I write do not sound, until I play the sequence I have written. Is this normal? Can't I get the notes to sound as they are written so that I can inmediately know if I put the wrong one in?

Thanks.

When I draw a note with the pen on the piano roll screen, I can't hear it , but it souds when I click an other time on the note with the mouse.
If you find an other solution please tell us.