not to soundlike a dick, but read the manual, it is helpful especially to those just getting into midi. but to be a nice guy i will tell you. push the two black buttons at the top left so that both of them are lit up. hit pad 1, the use the "note knob" to scroll to the note you want. then figure out what channel you are receiving info in Live on and set it to that channel with the "channel knob" then hit pad 2 and do the same thing, then hit pad three and do the same thing all the way up to what you want. then when you are done press the very top left button that says "save/exit" i think. sorry for the crude description but i do not have my unit in front of me. also download and watch this video for a visual explanation.
http://www.m-audio.com/index.php?do=media.video&ID=a80b9e869c88944562e2d3a191c74b0f