Oxygen25 MIDI keyboard won't work with Pro Tools 9
You should contact the technical support people at both Avid/M-Audio and at Avid/Pro Tools (and unfortunately, in my experience, even though both companies are now owned by Avid, those divisions don't talk to each other much).

This is not the sort of problem that you can easily troubleshoot in a discussion forum like this one.

One thing that the tech support people at Avid will ask you: Did this combination of hardware and software ever work correctly, and now it is not working? Or have you never been able to use these together successfully?