Unable to Record Sustain Signal

I have an M-Audio KeyRig49 MIDI with a sustain pedal hooked into the back. When I open Garageband, the sustain signal is fine if I'm just playing, but when I try to record ... the sustain disappears. If I stop the recording, it's fine again. Any ideas? Is it just a setting somewhere or is this a Garageband limitation? If so, does it work in Logic Express?

Thanks