why do you always have to click the device in the sequencer window to control it...how come you can't just click it in the rack and then be able to control it...(as far as the midi keyboard is concerned?)

Well... Personally i actually like the way it is setup like that.... Ive had a few times where i was recording or messing with an instrument that just didnt mesh well with a different instrument in the rack... So i would be tweaking a different instrument while playing the one selected on the Sequencer...
Just one of those things you gotta get used to... And when you do.. you can figure out ways to utilize it and use it to your advantage