[musicman691]

A few things to be aware of: the 003 might not be compatible with ElCrapitan. Second - make sure the Kurzweil and PT are talking on the same MIDI channel. Third - you don't set up anything in the controllers section of PT for the Kurzweil if all you're using for is as a way to enter notes, volume, sustain, pitch bend and mod wheel messages. Fourth - if the Kurzweil has both traditional 5 pin MIDI and USB MIDI make sure it's set to work on 5 pin MIDI; some keyboards have to set specifically for that.

Does the 003 show up at all in the MIDI section of OSX AMS? If you could post a screenshot of what you have in AMS that would help.