@NickBrooks said:
I have a feeling it could be windows 7 - just tried it on my laptop with xp and it works... 
You might want to dig around M-Audio's site for an updated driver. I had to do that a few months back with a Keystation I picked up at a garage sale. I seem to remember there were updated drivers for some fairly old gear.
stupid q, apologies - but wat is the controller number?
There are several types of MIDI messages, one of them Channel Control (or cc) messages. Each message has a controller number, a value, and a channel. The controller number for input refers to the fader, knob, button, or whatever on your device. Each one should have a different controller number, and the value is, of course, the position of that fader, knob, etc.
You should be able to assign whatever controller number you want to each control via the UC-33e, but there are likely default parameters and presets as well. If you just make a [ctlin] and attach number boxes to the outlets, you'll get the value, controller number, and channel. You can use that to determine what each control's controller number is set to.
You might want to look around online for some MIDI tutorials to get a better understanding of MIDI messages.