I don't have Sony Acid Pro, but I am going to throw a wild guess:
1. Make sure you have installed the Fantom G USB drivers from Roland.
2. Make sure you have your Fantom G connected to you PC with an USB cable.
3. Go to Sony Acid Pro Preferences and set up the Fantom G as your 'Sound Card' and as your MIDI device.
4. Make sure you have your speakers turned on.
Now it should be working.
Jesse J / The Fantom G Facebook group - Please join!