For those that don't know, the R3 is a wicked synth. I got mine around 2010 after much searching. I think I grabbed the last one in Toronto at that time. A cool thing about the R3 is that you can plug it into your PC via USB and use some Korg software to control the synth. The program provides a way to manage your patches along with the ability to copy over patches you found online. You can also use the software to tweak every keyboard setting using a GUI, instead of manually doing it on the keyboard itself. I still prefer the knobs on the keyboard because of muscle memory and I find it faster to change things while actively playing.
Go to preferences and set these values:
MIDI IN: R3 - KBD/KNOB
MIDI OUT: R3 - SOUND
That's it! Now go play some music :D