Hello! I am a newbie on midi and seriously need help.

I have a audigy 1 ex sound card with midi in/out, a
Korg SP-200 keyboard with midi in/out (but not thru) and a module
Roland JV-1080. I am trying to get this stuff to work with cubase, but it does not. First of all I am not sure if I have connected it correctly. I have midi out from card to midi in
sp-200, midi out
sp-200 to midi in roland, and midi thru roland to midi in sound card.
But I do not know if this is correct. I can only make my keyboard work in Cubase (SP-200) but not the module.
If you have any thoughts on the connection, midi-channels, etc, and want to help a newbie Swede, I am forever grateful.
you can reach me on hernander01@yahoo.com, or in this forum
Thanks!