Axiom Pro channel and ProTools track switching

[Midimax]

I am a newbie to ProTools and also starting to work with my new AxiomPro 61 connected through M-Audio C400 (MIDI IN) and USB to my PC.
In this tutorial
http://www.youtube.com/watch?v=1JPdO...eature=related
I have learned that it should be possible to use Axiom buttons to switch among instruments (plugin inserts) mapped to different channels, but I am not able to achieve this in ProTools MP9.
I use only Intstrument track trying to set the Input of each track to different AxiomPro channel or C400 channel. I wanted to avoid using mouse to select a particular ProTools track.
I tried to change the Default Thru Instument settings ProTools preferences, where the option First selected MIDI track set the output from the selected Intrument track, butu could not find any option that would help me solve the issue.