How Do I Work MIDI in LMMS 0.4.13

i've been using LMMS since late March and i've made pretty good beats using soundfonts and presets (VST's kinda mess me up) and since I made a lot of things with anvil studio i wanna convert them over to LMMS where they can be published and i can listen to them on my iPod there are instrument plugins that i click on and i've used every one trying to work MIDI (if you click on the icon for the instrument plug-in you move into the BB or song editor a small box should come up saying default preset where a keyboard is on it and if you click on MIDI inside the box there should be input and output, I'm succesful at working that) and whenver i play the song in that same session it plays the MIDI but if I publish it or close out LMMS and start it back up there is no sound from the MIDI and there is no input or output chosen (i have creative SB live for input and microsoft wavetable creative live synth and creative live wave synth (which doesn't work) and i used creative live synth as my default i've even tried microsoft wavetable once) i once made an all MIDI song used presets for drums and when the song was on my iPod all i heard were drums
im confused help
sorry for the long length but i thought that full description of what i did will help