Yamaha psr 262 keyboard isn't recognized by GB

I have a Yamaha PSR 262 keyboard connected to my Macbook pro, running Leopard. It is connected via a M-audio midi-to-usb connection. In preferences, I have confirmation that one midi connection is establised. However, the keyboard icon doesn't appear on screen and when I use the keyboard in "software instrument" mode nothing gets recorded.

Help , can anyone assist?