Well, I got it working here.
I used an instrument track. Record enabled the track. Pressed record. Played some MIDI notes that correspond to scene changes and watched the scenes change in Loopmash. Also saw those notes record to the instrument track. Pressed stop. Rewound. Pressed Play. Watched the Loopmash scenes change as the cursor reached those MIDI notes.
I am using C6.5 but I doubt that is the problem.
Perhaps some screen shots?
The only thing I can think of is that possibly you are not actually pressing record (i.e. just record enabling the track) and therefore not actually recording the notes to the track.
HTH
J.L.