Setting up midi properly

[Solito1]

I have the digi oo3, pro tools 8, midisport 4x4 by maudio, axiom 25 also by maudio, korg triton pro, and an mpc 2000xl. I would like assistance on setting up everything to make sure that pro tools is the master and everything can run smoothly.
Example if i create something on korg or mpc 2000xl i can record on pro tools or dump midi into pro tools?, and when i press play on pro tools edit i can hear it coming out of speakers. I already have it connected properly i think?, i press a key or pad on korg the meter indicator goes up and down and i also can hear sound when its an instrument track, but when i record it records midi only whether its a midi track or instrument but when i pres play on pro tools i hear nothing can some 1 help please?

Oh p.s. How can hook up the thru as well properly which thru should i connect to what?

[Shan]

Originally Posted by Solito1

...but when i pres play on pro tools i hear nothing can some 1 help please?

Here is an old, but still valid, tutorial I found for connecting your MPC2000XL with PT.

Another resource here.

Shane