These are what I would first check:

You may have already done it right but just in case, check the midi wires from the 225 to the sound card. The midi OUT of the 225 should be connected to the IN of the sound card and the 225 IN to the OUT of the sound card. This is a common mistake for people new to midi.

I've never used Finale and don't know anything about it but make sure it's input option is set to your sound card.

D