First, some basic questions:
Do you have the PSR-170's MIDI OUT connected to the SPD-8's MIDI IN?
Which channel is the PSR-170 transmitting on, and do you have the SPD-8 set to receive on that same channel?
What are you pressing on the PSR-170 to try to play the SPD-8-- the keys on the keyboard, or the Multi Pads?
Are you able to successfully control the SPD-8 using another external device, such as by connecting it to a computer and sequencing MIDI to the SPD-8 from a DAW?
Are you able to successfully transmit MIDI from the PSR-170 to another external device, such as by connecting it to a computer and using a MIDI monitor or a DAW to see what's being received?