Help Needed setting up my microkey 37

[kmart]

I need help hooking up my Korg microkey in Reason 7. I am a retired teacher and songwriter who has been searching for the right DAW for me. I am not a total newbie. I have taken an intro Cubase class that I did well in. I also took a mixing class that was helpful. They say there is a DAW out there for everyone. I have tried Sonar, Cubase and Reason. Reason is working out the best for me.

Now that I found a DAW that works for me I need help setting a controller up. I used the keyboard for input before. I am taking a class and thought this would make Reason simpler. No luck getting a sound yet. I am using Reason and I have a green check mark in the preference window. Now what?

I do not hear anything.

Equipment:Dell Inspiron, Audiobox USB,Korg microkey 37