Let me describe a simple adaptor I have since the only thing which can
easily go wrong is that the diode is in backwards or that the MIDI
connector is wired backwards.

I have a male rs232c connector (what the cradle connector can plugs into,
i.e. a standard 9 pin connector you would find on the back of a PC).

Looking at the solder lugs, with the longer side at the top, the pinout is

 5   4   3   2   1


   9   8   7   6


My diode has the striped/marked end going into pin 5, and the resistor is
going into pin 2.

With these sticking straight out from the rs232 connector, I have a male
DIN plug connector attached, with the arc facing upward, i.e.

   +---------+
   |         |
-T-+---------+-T-
   +5-4-3-2-1+     The row of 5 pins is at the top
    | ' ' | '
    A     |    Diode with band toward pin 5 on the left
    V     U          Resistor on the right
    |     |
    \     /
     |   |
    i| i |i    The middle pin in the DIN is at the top
   [[[[H]]]]
    UU U UU
    UU U UU

   This goes directly into the MIDI in connector

See if you have everything as described here.  If you are using a plug you
might want to take a midi cable and a continuity tester and see where the
given pin comes out at - I think MIDI is straight through, but can't be
sure.  Also, I have found some hardware can be picky, so you might want to
try dropping the resistor to 220 or 200 ohms if the hardware is otherwise
correct.