How to dump from Alesis SR18 drum machine

I'm simply an acoustic guitarist using the Alesis SR18 to provide backing tracks for my performances. I've never used MIDI before and I'm a complete MIDI idiot - help! I am not able to "dump" my midi files from my Alesis SR18 in order back-up my work so I don't lose it. I downloaded Send SX (at the guidance of Alesis customer support) on my Windows XP OS and still nothing happens when I send MIDI data from the SR18. On the SR18 side all you do is go to page 17 in System Setup and hit REC (Enter) and it reads "Sending MIDI." I am using a "Hosa Tracklink MIDI to USB Interface" device to send the data and it touts that it is a "plug and play-no driver required" device. The USB light comes on, but I have yet to see the MIDI lights activate. I have tried to ensure the Send SX software is set up right by assigning the USB in and out drive, slowing the speed as discussed in other post, ect. Bottom line, I don't know what device is causing the problem, is it my SR18 not set up right; is the brand new MIDI/USB interface not working; or have I not set up the SendSX software to properly recieve. All I know is that "I think" the SR18 and interface device are simple enough and are not my problem.

Any help is greatly appreciated, this is driving me crazy and it shouldn't be this hard to save your music creations! I feel like an artist having to study molecular biology to preserve a painting. Apparently I'm just an very ignorant to MIDI.

Never mind. It was user error. The interface usb cord had the "In" and "Out" labeled weird. Eventually I saw arrows, change my cords around and it's working now.