okay, now I feel guilty : )
On page 97 of the reference manual for the ASR, it should show you how to set the ASR to either master or slave mode. Which ever one you set it to, you have to set cakewalk to the opposite (under tools | Project Options | Sync, set it to MIDI to set cakewalk in slave mode, Audio or Internal for master). Also, if cakewalk is set to be master, make sure it is also set to transmit midi clock messages (should be in one of the tabs in project optinos)
Hope this is useful
William Underwood