Ah, okay, I see you're using PT 9.
It couldn't be simpler. I have PT 8 on a Mac, but I'm sure it's the same under PT 9 on Mac and Windows.
Setup -> Peripherals, MIDI Controllers tab.
Select HUI in the #1 column, Receive from [predefined] MBox2 port 1, Send to [predefined] MBox2 port 2, eight MIDI channels.
That's it.