Hi,

Try this. I don't have a WK4, but it works on my Genesys.

Enter the MIDI Edit mode, select General Settings and make sure that General MIDI=OFF and Bank Select=ON.

Also, when saving your SMF from Cakewalk, make sure that all program change and bank select data is being saved along with the file. I think some programs have an option for this.

I hope this helps,

Dave