If nothing changes it means that the PreenFM does not receive the SysEx starting bytes.
Could you try with the demo of Reaper http://www.reaper.fm/
1. Chose a track. Be sure the midi out targets your Preen by playing a few notes.
2. Set the Preen in waiting "Sysex..." mode.
3. Drag and drop your sysex file in the Reaper track
4. Play ithe track
Other question that could help, does it work with a single patch sysex ?