Philly Jazz just said exactly what I tried to explain a few days ago...
These procedures from IKMultimadia are much too much complicated...

Anyway, I proudly announce that "I have made it" and the thing works now...

Andrew, thanks again for your explanations...
Actually I do not want to switch to "use the VST" check because I am using the Ketron
as my main source. So I change the track to "VST-Sample tank" and then change or set the instrument. Because of all the time spent to have the set up working, I did not have the time to try all available instruments... I will tonight.
Once again thanks to all, nice not to be left alone in this cruel software world!