Well, without knowing more, it might be something in regards to configuration on the controller, but I doubt you're doing a "local off" thing, where the keyboard actually only SENDS anyways, doesn't actually trigger the keyboard. I don't think the controller in question is a sync, it's merely a controller.
There is potential for your drivers though, considering you're using XP, based on my experiences with XP and M-Audio products.
In regards to triggers on SCENES: velocity is ignored. Only the Note ON(MIDI channel and Note #) is acknowledged. Everything else is ignored. This might also work with patch recall as well. I haven't re-assembled my vast keyboard and drum MIDI rigs to test this, so I'm actually at a loss to test some of this.(4 keyboards, a rack of synths and a full electronic drum kit with 4 sound units and multiple trigger inputs)
Regarding Channels:
Those are not triggered as per such. Those are intended to be used with some sort of CC functionality, where you get the Channel and Controller value, with the functional value being continuously variable within the parameters(0-127). The problem with using a KEYBOARD as a controller(as in a MIDI NOTE) is that MyDMX does in fact use channel and Note to qualify which DMX channel to apply it to(assuming it's assigned). The issue is that it then uses VELOCITY as the CC-type data. This makes FULL ON nearly impossible, as well as FULL OFF.
Also, another thing to take into consideration:
You MUST SET THE CHANNEL to be either HTP or LTP for it to work live in the USER window. Very critical.
Now, I've had no issue triggering scene using a very basic keyboard controller, such as the Akai LPK25. It does send velocity. If I assign a note to a scene, the scene is triggered regardless if I slam the key or tap it, just has to have the value generated. Again, MyDMX is this case is merely looking for channel and note value and ignoring the third byte(Byte 1 channel, 2 is type, third is value).
Also, keep MyDMX in the foreground and DO NOT run another MIDI application at the same time with the exclusion of MIDIOX.
Also,the LPK25, I was unable to get this unit to work in XP SP3 with MyDMX. Works fine with Win7 64-bit Ultimate on the same machine.
Short of that, you can often disable velocity on the keyboard, PROVIDED it can support that. Or, you can find a MIDI filter, but those are designed to work at a hardware level. That means it's expecting to go through an actual physical MIDI connection. These can get costly, because the issue is the boxes have to be very active and have almost NO lag. It's the lag that is the key issue. They make filters for all sorts of stuff. They aren't so common these days.