DJX to M-Audio(USB) to Dell Mini 9 to LMMS Help!?

Question by Justin B: DJX to M-Audio(USB) to Dell Mini 9 to LMMS Help!?
I have a DJX http://usa.yamaha.com/products/musical-instruments/keyboards/digitalkeyboards/djx/?mode=model
I'm using a M-Audio Midi to USB http://www.amazon.com/M-Audio-Uno-MIDI-adapter-USB/dp/B001F0A392
i'm running this off a dell mini 9 http://www.dell.com/us/dfh/p/inspiron-mini9/pd?cs=22
i also am running through LMMS http://lmms.sourceforge.net/

So its
DJX>M-Audio midi to usb>dellmini 9>LMMS

The issue I am having

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