@iratozer The keyboard will only work if you have selected an ASIO driver in the program settings. For example the Magix Low Latency ASIO driver that comes with Music Maker. You will not have any sound outside of Music Maker because this driver requires exclusive access to your sound hardware.
You can get around this problem by using another ASIO driver like the FL Studio ASIO driver. Just install the free FL Studio demo and then select FL Studio ASIO in the Music Maker audio settings. The Steinberg ASIO driver may also work fine if you install the free Steinberg Wavelab demo.
The demos are listed in the welcome screen. Just click on them to load them.