For the Reason problem, if u r using FLStudio, its most likely a rewiring issue. Check the help in fruity, it will give u step by step(REWIRE). Are you using a mixer in reason or just the redrum alone?
For Rob_Ones MIDI keyboard issue, your item is perfect, keep switching octaves (up or down) till you hear a sound. Make sure that there are samples loaded on the redrum.
Hope dat helps, Peace.