MIDI input makes awful noise but doesn't play

I've connected my Roland FP 30X keyboard via Bluetooth to my Mac Mini but cannot get it to work. When pressing keys I get a little blip on the computer speakers but no tones. MIDI Studio shows it's connected, Bluetooth symbol appears along with Roland Digital Piano icon. Sometimes when I click on this icon an ear splitting transient is transmitted through the keyboard speakers. I'm afraid to mess with it, the interface doesn't make any sense to me, and the transient blasts are not good for my keyboard's speakers. Can anyone help?