I have the wk3000, with an older style, standard midi connector to the computer, so I'm not certain what could be going on for you. But...to test your connection, I would try to play the midi tune on the computer, and select the 'usb out' to the Casio, as the 'sounddevice'...so that the Casio speakers are playing the song. This will show that the Cable is working for the 'outgoing from the computer' connection. The biggest trouble new users have with the older midi cables (which may not relate to your trouble)...is to get the cables reversed. The cables are labled from the computer's 'point of view'. So, the midi out cable connects to the Casio's 'midi in'.
The wk3000 Uses Casio software to transfer files. Do you also use Casio software, or some other means to transfer the files?
[This message has been edited by Jim Wintringham (edited 12-20-2004).]