i can understand the frustration. Most of the time, i had to go back reading manual and midi info to understand the flow.
By right, as long as any midi controller is connected to the comp and with the right driver. Within any daw, it should be able to recognize it. Iam not sure why theres difficulty in the connection. So far with my setup, running win xp and ableton live, things been working ok with different controllers from different brands.
Most of the time, the problem which i encounter is selecting the wrong midi channel, message type or halfway running ableton and changing certain preference within ableton. At times i just close and reopen live and everything will be normal again. Some other situation, i will close the applications which iam running on top of live to get things back to normal.
Within live itself, you might have already known, beside the midi mapping function at top right of live screen, theres 2 tiny square. The top one if i remember correctly is indication when live receive midi message and it will flash in yellow colour wheras the one below will flash in red to indicate midi message out from live to controller(if applicable). Most of the time, unless the midi controller support bi communication, if not, we only have to deal with the first indicator of sending midi message into live to play instrument or trigger certain function
For a start, maybe can use that as guide to see if live is receiving midi message. By right, if within the midi preference page, selection been done to choose the correct controller with input/output activated, the indicator will flash yellow everytime when a key/button is being pressed, slider adjusted or pad being hit etc.
If after that still encounter the connection lost between controller and live, can try reinstalling the controller driver. If you are using pc, can get this program, ccleaner for free(its free ware) and clean up the registry for any stray files or sort before installing again.
And if after that, still encounter problem, maybe you have to check over at ableton forum to see if theres anyone there with similar problem. Sometime problem like this can be hard to diagnose without knowing the comp spec running the program and such.