This is a known issue with Pro Tools. Use instead the IAC bus please. Therefore in the DirectConnect applications MIDI settings enable IAC bus as input device and set the Pro Tools MIDI track to send to this IAC bus. Do not select a MIDI ouput or MIDI through and in Pro Tools MIDI menu->MIDI input devices disable IAC bus (important - also mentioned in your Pro Tools reference guide). This is necessary to prevent MIDI loops which cause Pro Tools to crash.