What version of Reason are you using?
For most of them, if not all, click on edit, open preferences, and open up the control surfaces and keyboard option, and maybe try auto detect your controller. If that does not work, you can click add and manually find your controller................
I know you can do it that way with Reason 3.0. Reason 2.5 was quite similar and linked up pretty easy...........
Are you rewiring it with protools?
Have you tried using reason as an isolated program? Just to eliminate that it is not a rewiring issue.