hi claudiu,
what i described is a "bog standard" midi setup..if its not workig for you, either there is a serious fault with your keyboard (doubtful) or a user error somewhere in the chain..sorry but thats about the only 2 things i can come up with...i have been using midi since 1985 and it ALWAYS works the same...you can get more in depth and complicated setups with additional modules and controllers, but with just a PC, midi interface and a keyboard it doesn't get much simpler..(and roland have a VERY GOOD midi implementation btw).....please do not read this as a criticism of you personally, it is not that..just something is goofing somewhere and without being able to physically look at your setup, about all i can do is give the standard general setup info...good luck in getting your system working...
regards,
dennis