I can't hear any sound in the program:
Under Options | Midi Devices, make sure that Midi Mapper and any Wave/Soft synth is not selected. Instead, select the Midi Synth for the internal sounds or the Midi Out/MPU401 if you have an external midi device. If you do not see any drivers in here, then it sounds like you have a wave synth installed. That version of Cakewalk does not allow you to use a Wave Synth when you are using WDM drivers for your audio card. Instead, you can use the Virtual Sound Canvas in the program to create your MIDI Sounds. So, don't select any MIDI Devices in Cakewalk. Then, in your manual read about using DXi instruments for MIDI instead. Otherwise, check the option to Always use MME Drivers under Options | Audio | Advanced and the Wave Synth should appear again. Next, under Options | Audio | Drivers, only select your Soundcard wave in and out, do not select any voice modems or other drivers.