Difficulty with MIDI setup w/Garage Band

I've been trying to do this forever, and again there is a song I would like to record into Garage Band, and once again, I can't figure out how to do it!

I have a Yamaha YPT-400 keyboard, I'm running the latest OS on my mac, I have installed the driver from the Yamaha website, I've tried different settings on the keyboard based on information from the Yamaha manual and many other tutorials I've read/watched. There isn't even any sign that my keyboard is connected to the computer, much less any response from Garage Band.

If any one knows the solution to this problem, and can help my n00b self, please help! I'm rather frustrated that I can't use what should be a simple feature.