Elektron MachineDrum & Digi 003 Heelp!!!

[Dowski]

Ok, so I'm trying to unlock the power of this beast (elektron machinedrum SPS-1UW) and I'm having a tough time making it receive the midi in Pro Tools. Sure I could just record it as audio but then I won't have control over individual levels in post. I should mention that the 003 is receiving the midi -the lights are going on and off- I just can't make it record to tracks. So I guess what I'm wondering is this; does anybody know how to record separate tracks (snare on one, kick on the another, etc.) simultaneously into Pro Tools from the Machinedrum via midi? Thanks!