Hey I have had this problem recurring with reason3.0. The problem is that I can't record the sequence of notes straight from my keyboard. I can play everything fine in reason like I can press notes on my keyboard and the sound comes through reason and records etc... but when I press the record button and try and record that into the sequencer track it doesn't save it for some reason.... When I go into edit mode and press the keys in the sequencer window whilst it's recording and playing it saves it fine. But when i press notes on my external keyboard it doesn't add any saved notes in there.
I thought it might be a problem with my hardware so I used a virtual midi keyboard and midiyolk drivers to test that theory but it doesn't record with that either.
I have found a solution by rewiring reason into cubase and then using cubase's sequencer and midiyolk to play notes in reason when it's recording but I don't want to have cubase open every time I just want to use reason.
It's sorta annoying that I can't work this out by myself.
Here's what reason looks like when i TRY to record a track.