How to send MIDI over USB on a Yamaha P-155?

by Pion
(Adelaide, Australia)

I want to connect a Yamaha P-155 to a Mac (OSX 10.6.8) in order to input notes into Sibelius. I tried connecting the USB jack of the P-155 to the USB jack of the Macbook Pro, but Sibelius does not see any MIDI device. That this should be possible can be found from the following sales blurb about the P-155 that can be found on the web:

"Because of the inclusion of a convenient MIDI-over-USB jack, no additional interfaces or adaptors are needed to connect to most computers for recording performances in Garageband, Pro Tools, Logic, Cubase, Sibelius, Notion, and most popular music production and notation software."

Can someone help me with what I should do so that Sibelius will "see" the P-155.