Cubase 7 & USB MIDI

I’m a newbie so please be gentle with me!
I have just started using Cubase 7 64bit on Windows 7 64bit and can’t get my USB MIDI sound module working. (Ketron SD2) The light on the sound module tells me there is no data getting to it!
I have checked the “Device Setup > MIDI Port Setup” and this is showing the USB-MIDI In & Out as being “Active” If I select the Microsoft GS Wavetable Synth option in the tracks Output routing window I get sound, but if I select the USB-MIDI option I get nothing. Does anyone have any ideas?

Check the midi cables are plugged in the right way round.

Are you sure data isn’t getting there? How are you monitoring audio from the module?

Thanks for the swift reply.
I’m sure I have the cables the right way round, and the left & right audio cables are coming out of the module into channels 7 & 8 on my Saffire Pro40 interface.