Help syncing MPC to Pro Tools 9

I purchased Pro Tools MP so I could sync my mpc 2500 with Pro Tools (I told the rep at GC this was my reason for buying). When I got home, I realized the interface sold with PT doesn't have MIDI ports, an obvious problem. I went back to GC and told them there are no MIDI ports and I asked if I could just buy a MIDI interface and use that separate interface to sync with PT, which I was told yes. I bought the M-audio midiman anniversary 2x2. I now have both the Mobilepre and Midiman connected to the macbook via usb and I have followed the directions to sync with no success. My fear (and initial thought) is the GC guys are wrong and I need the M-audio interface for PT with MIDI ports, and running my mpc into PT via a separate MIDI port will not work.

I am frustrated, I appreciate your time and help.

It also says "waiting for sync" under my tracks at the bottom of the edit window, after I activate the online button.

Update: the sync must be working because my MIDI track level are showing audio input and the edit window is confirming the sync in green. I what to record the separate tracks into PT, but nothing is recording, and I get no audio despite the action in the MIDI track levels.