Doesn't sound good. I managed to find the connector cable (a special DIN cable BTW, not a MIDI cable!) and just connected it, turned the power on and it responded as far as I remember. No messing around. You could try engaging the parameter button*, but if that does nothing then I'd try moving the slider and messing around with the cable simultaneously to rule out the cable as the weak link, then check the ports on the synth and PG. Good luck!
*I remembered that the parameter button shows your PG tweaks on-screen, but I don't think it makes a difference in its operation. I'm not by my synth so hopefully you can prove me wrong!