Hi,
Does it mean that the Record- and Monitor buttons are enabled, you play your MIDI Keyboard, but you don’t hear the sound?
Could you double-check the MIDI Monitor? Can you see incoming MIDI data?
Is the Input Channel set to Any Input?
Could you double-check the Preferences > MIDI > MIDI Filter? By default, only the SysEx message filter is enabled for both Payback and Thru.
Double-check the Preferences > Record > MIDI > Record-Enable allows MIDI Thru. Is this option enabled?
Double-check the Preferences > MIDI > MIDI Thru Active. Is this option enabled?