Hi Jon,

I do what you're describing all the time from Cubase and I can confirm that the SK should start recording when you hit start on the software. If it won't run in external clock mode then it is simply not receiving any clock pulses. Most likely your sequencer, like Cubase, requires that you set it to transmit clock out thru the particular midi port that's connected to the keyboard. Make sure it's set to Midi Clock and not Midi Time Code.

Also note that the SK will only sync to clock via MIDI IN A.