Need Help with controller/midi setup

I am currently using a Lexicon Lambda as my midi interface and I want to daisy chain a Triton and a Korg MX-1 workstation. I have been using the Triton to control Reason and the MX-1 has been sitting dormant. I just purchased a Korg PadKontrol and connected it to my computer but I am not hearing anything. When I stike the pads on the controller, it appears I am getting a signal, I just can't hear anything. What should I consider??...Phangz