I hate to follow up on my posts:
Check your MIDI channels as well. Just because it works on your keyboard, that means the keyboard works, but how is the keyboard connected? USB or via a MIDI interface? Also check your routing of your channel to the appropriate MIDI bank as applicable. ALWAYS check your cable. Build a MIDI tester(LED across the leads) and a MIDI coupler, or get a tester that can do MIDI cables. Good tools to have around.
Best of luck!