Yamaha KX8: Is there a good guide for nuubies and how to stop the Tempo light from blinking?

I tried one before and got very frustrated by the lack of common sense in the design of the thing.  But I realize even if its not very logically designed for nuubies I need to learn it no matter what.  So is there a recommended guide book or website that is good at getting this thing going?  No wonder Yamaha sold so few of these things.  Not 1% of non-musicians would have a clue as how to operate it.  Yet its a superb keyboard with great key action and feel.  

The Tempo light is just blinking.  Its supposed to be related to the Arpeggio function but I can't get it to stop blinking.  

Is there an easy way to hear this thing?  What is recommended for a sample program?  I just want to get started and actually hear even 1 note.  

So I'm trying to get it to work with Cubase 5.  Under Devices, Midi Device Manager, Install Device:  I have no idea what Yamaha model equates to a KX series.  I've tried a few but no luck.