Do you have the keyboard set to use the USB MIDI port instead of the traditional din 5 pin MIDI connectors? Some keyboards that have both can only use one or the other and have to be manually set in the keyboard itself to the connection to be used. Try going direct from the keyboard into the computer via USB.
Have you set up the keyboard in PT?
Make sure the keyboard and PT tracks are communicating on the same MIDI channel (there are 16). Also make sure your USB ports are not set to go into power saving mode. Windows tends to put USB ports into sleep as a power saving measure and that's a carryover from laptop use. Go into Windows Control Panel and set the ports to never sleep.
Finally Windows is sensitive to where things are connected to USB ports. Say you connect a peripheral to one of your USB ports and configure whatever is on that port and communicating with said peripheral. If you then move that peripheral to another USB port Windows may not recognize the move. So much for the 'universal' in USB
