Try unckecking the 'reroute all midi' box in preferences

Then load a seq file

pick the track you want piano on, and right-click it
select 'port'
In the dropdown select DXi synth 1 as the port (port 17). close window
Go to the little arrow for that same track and select 'edit DXi synth'
Make sure the top still says port is dxi synth 1 and then use the top box of the group of four to assign the piano
close window and hit play ..
if no sound - do as manning said to check midi channel - go to edit DXi again and see if the pisno is assigned to a channel other than the channel the track is playing.
You can see what channel the track is playing on by hitting 'F2' button with the track number highlited.. this opens event list showing all midi on that track.

Make your sound your own!
.. I do not work here, but the benefits are still awesome