Can't Transfer User Songs to Computer....

I'm trying to transfer User Songs from my keyboard to my computer. I have installed Musicsoft Downloader and the drivers. I've established the connection between my computer and the keyboard using a cord. ("Your instrument is connected to your computer properly.")

However, the USB icon is not showing up lit on the main screen, and when I press Menu (under file control), it won't let me scroll up to User File Save. In Musicsoft Downloader, under "Electronic Musical Instrument," there is *NOTHING* except for the backup file on System Drive. Where are the MIDI user files?

My questions:
-How do I convert my files to MIDI and transfer them?
-Is the USB file supposed to be lit? Why isn't it lit when Musicsoft says that the keyboard and computer are properly connected?

Thanks.