Sorry to ask about the basics, but a non-functioning button wouldn't be a top guess... RJM is very meticulous about quality.
Are you holding the button for three seconds? Do all the lights flash after you've done that?
There are circumstances in which MIDI confusion can disrupt Write. Check the Troubleshooting section of the manual.
If still no joy, try a factory reset: power off, then hold Audio 1 and 4 buttons in while powering back up. All the LEDs should turn on; when they turn off you can let go of the two buttons.
HTH