Some interfaces, like the MIDIman MIDIsport, are not set up correctly by the OMS setup. The interface itself is detected (and listed in Reason's preferences), but since the interface have more than one port, you need to select the port itself. If you can select something like 'Port 1' in the MIDI preferences then that is all you need to do. If there is no 'Port 1' then you need to add it. Please do this:
1. Quit Reason if it is running.
2. Open OMS setup.
3. From the Studio menu, select the 'Add Device Per Port' function.
4. Click 'Add...' in the dialog that appears.
5. OMS will now add a generic device per port to your MIDI hardware in the OMS setup. When OMS is done, save and quit.
6. Launch Reason and select Port 1 in the Sequencer Input.