A good place to check is to go to your Applications/Utilities folder (You've got a Mac right?!!), and open the Audio and MIDI Setup...
If your keyboard is USB and has MIDI ports, check to see that the board shows up in the MIDI section of this setup...
If not try to plug in a power supply as well - this will help insure there's enough power to get the unit to run...
Hope this helps....
Check this / and we'll go from there...