the cable You need is midi-to-usb
they are fragile..
Maybe your cable is broken, so take it to a store at have it tested
The procedures for connecting:
Reboot!
''The keyboard should be plugged in BEFORE you start LMMS! If you forget that, LMMS may not find it!
'connection does not work -Trouble-shooting:
unplug HW & and remove power cable.
Then shut down computer -completely -Pull the plug!
Then
insert midi-conector cable
insert HW power and turn HW ON
(some lights should get lid)
Insert pc power cable!
Start PC
start LMMS
Look for your HW in menu
Let us know the outcome !