If when you play your external MIDI keyboard you are not seeing the little on screen keys turning blue in the DLS Soft Synth, then your external MIDI keyboard is not talking to ACID. BTW, what keyboard and sound card are you using? Are you sure you have nothing selected for MIDI out on the Option/Preferences/MIDI page? This will ensure you’re not hearing your sound card play. It makes no sense to me that only one soft synth would work and then only work for one voice/program setting. I’m going to guess that NO soft synths are actually working and what you are hearing is your external keyboard playing through your sound card. How far can you get into these instructions before something goes wrong? If this works, click on a different voice and both the little keyboard on screen and your external keyboard should now play the new voice. Make sure your external keyboard is transmitting on channel 1. Do you see this? The channel should be set to 1 (by default). When you play your external keyboard you should see the corresponding, keys of the little keyboard on the screen turn blue. Make sure the Enable Real-Time MIDI (Alt-F7) button is pressed (enabled). Next insert a DLS Soft Synth and bring up the properties. Also make sure Auto MIDI Input routing is checked. You don’t want any of the MIDI data going to the sound card, just the soft synth. To make sure this isn’t happening, go into Options > Preferences > MIDI and make sure the input is set to the input your keyboard is plugged into (which I think it is since you are hearing the piano sound) and make sure the output has everything uncheck (i.e, set to none). Are you sure you’re not hearing the sound from your soundcard and not the DLS synth? If you have a soundcard that has internal sounds (like a SoundBlaster) then you could be hearing the Piano1 coming from the sounds card.

Acid pro 4.0 manual