Get and load the latest USB driver from Yamaha, not that I actually had a problem with the original one.

To test the USB connection use "Musicsoft Downloader" and ensure that it can see the PSR and view the contents of User Memory and the storage card on the PSR. Note that the 3k screen usually says "Communicating with the PC" or such like.

Exit from Musicsoft. I sometimes experience strange effects on the 3k at this point so turn off the 3k and turn it on again.

Make sure your 3k midi setup is using the "All Parts" template.

Ensure that Cakewalk is configured to send midi to the correct output device (Yamaha USB nn - pick the lowest number there will be 2 devices).

Play something in cakewalk. It doesnt actually matter if you have the wrong instrument definition file you should still get something if communication is established.

Assuming this works use the XG instrument definition set. You may have to set channel 10 specifically to XG Drums in order to get the drum names down the left of the pianoroll screen (ratherthan a piano keyboard). If you haven't got XG then use GM.

I'll send you my PSR 3000 instrument definition file ... once I've rebuilt my usual PC which is has just bombed due to duff memory and is in the process of rebuild. There are definition files "out there"; I based mine on one of those but had to edit it heavily; the Yamaha Manual is inconsitent in presentation of patch numbers and this was reflected in the file I downloaded. I think there may still be some glitches in my version so now is a good excuse to sort that out!