Hi Bert,
Let's start from the top.
1. Double-check that you have your system set up for VST/DXi.

Click "Prefs" (#1). Select "MIDI Driver" (#2). Select "Microsoft GS Wave Table Synth" (#3) and activate the two checkboxes shown as #4.
2. Now click on button #5 in the image above.
The following will open (ignore that I have the Edirol VSC/DXi loaded as default - that's the orange and blue looking synth you partly see in the image).

Select "Default Synth" (#1). Click on the dropdown menu (#2) and Select "Coyote WT" (#3).
Once the above is done, you're synth setup should look like below.

I'll now continue in a separate post below. (This should make it easier to work through.)
Noel