Problem when trying to use S4 as a controller for Ableton (how to use midi mode etc)

Hi guys!

I tried to search this community for an answer but even though I found some answers, nothing helped me to figure out what is wrong.

So the deal is that I am DJing with S4 but I am also starting to do live gigs occasionally and it would only make sense that I could use the same controller for both so I don't have to travel with that much gear.

The problem is that every one is talking about midi mode and how you can get there by pressing shift+browse. How do I know that it is on the midi mode? I mean that will some light lit up or is there any kind of visual feedback that tells me that "Your S4 is now in midi mode" because at least I can't see anything like that.

So if somebody who knows how this stuff works could lighten me up with the setup process I would be really grateful. I mean from the scratch. I've used 2 days now for googling about it, trying different solutions and nothing seems to help. I am not new to all this midi stuff and this is the first time I have to just put my hands down and say "I need help from somebody" and as no one else on my friends have S4 there was no one I could turn to IRL.

I am pretty new with Mac computers (hard to buy one because had too much problems with PC thanks to the crappy drivers of S4) and I dunno if I have set up everything right in OSX. It shows my S4 in Audio MIDI Setup but I get no signal in or out (it should show those arrows flashing; at least the help file said so)

I get so far that Ableton Midi Sync recognizes the device but I get no kind of signal into Ableton. No midi in lights blinking.

Any help would be greatly appreciated as if I don't get this to work by Monday I just have to give up and go buy some other controller because I have only week to finish this setup.

HALP, PLZ!