You understand that you are recording just the MIDI, right?
Did it ask to 'Keep take' afterwards? If it did, it recorded, if it didn't something is not connected correctly.

Is the Uno highlited, and the only one highlited in the input device selection?
Is the MIDI out from keyboard going to MIDI in on the computer (this one catches all of us once or twice)?


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