Ok, this morning I tried it again I chose that Casio Midi - but then after I turned on the Casio and suddenly it switched to "Listen to all MIDI inputs." No sound when striking the Casio keys.
UPDATE:: Problem Solved. It appears when I was setting cutting off sound to the Casio, I actually was hitting the wrong function key and cut sound out completely - internally and externally. Hitting FUNCTION and the proper key for local control resulted in success.