I have no idea how to record MIDI using my electronicdrumkit

I tried this a few years ago, and just couldn’t get it to work. Then my friend suddenly noticed, that I can just use a guitar cord and just plug it in. I then used it a few years like that. But now I want to make my own sound, but now matter how hard I try to google, read, download, watch on youtube, I just CAN’T get it to work… My electronic drum kit is Yamaha’s DTXplorer (which has MIDI out, but no MIDI in [not sure if that matters or not]. My audio interface is Tascam US-1641. I have Cubase LE 5. The wire I use to connect these is “M-Audio” and it has 3 heads, MIDI in, MIDI out and a USB head.
My computer only recognizes the wire, and the lights go on on the wire only if I plug in the USB head to my PC (Windows XP Home Edition).
So what I do is I create a MIDI track, then try all combinations on Input and Output Routings, but nothing happens. Then I create an Instrumental Track. I do the same, try all Instrumental Routings, and put the DigiDrum Pro on the instrument option, and still nothing happens. Do I need to download something else? Do something else? Can I get this stuff for free? I just want to record my own drum sounds, so that they’re also mapped correctly on each pad on the electronic drum kit. I mean that’s such a simple thing, it shouldn’t cost anything, right? If it does, where can I buy the most simple and effective one for a cheap price (with nothing else added to it, it shouldn’t be that costy, right???).
If people can’t answer this here, could someone suggest a place where I could get an answer? Thank you.

Everything was sorted out here: https://www.reddit.com/r/cubase/comments/3swggs/oh_my_god_i_just_posted_a_very_important_long/
It was all because of my overly complicated MIDI wire, I got a new more simple one, and now everything works perfectly.