The Setup Guide contains an orientation to the proper attachment of cables on the ePiano cabinet and CPU.

Situation: I can’t get Soundsetter to work (or Home Concert in the L mode, or Cakewalk to record what I play).
Solution: The MIDI adapter cable may be loose (a common problem if not screwed in), or the plugged into the wrong port (possible), or the wrong cable end may be plugged into the rear of the piano. See MIDI Setup Tips for more help.