Ok,
Here is what u need to do:
In midi-ox, open options/midi devices. Highlight the in port as the port you have your keyboard plugged into, the out port should be whichever audiophile port is going out the J-Station and FCB. Click OK
The main output monitor should be open by default and to enable it, open Actions/Start Display , click the stoplight on the toolbar, or the REC in the lower right hand side of the window.
Open View/Control Panel and start playing around with those. With the monitor on, you should see it sending out msgs when u press controls. You should be able to change settings for the FCB there and if that works, then your midi interface works