Thanks to everyone for all the help !
I got it working fine now !!
What I didn't realize is that the calibration screen doesn't show anything after you move the pedal up/down. So I kept thinking it wasn't;t even responding.
They key to making the pedal work is making sure to activate a BLOCK in a preset, such as Wah. Then make sure you select the parameter to alter/change when using the pedal, then right click on that same pararmeter in Axe EDIT, and make sure to choose Pedal 1 in the list of sources (assuming the expression pedal is plugged into Expression 1) Think it's labeled pedal 1 instead of expression 1 since it can be used for external pedal other than expression pedals.
I have to admit, I love having this great forum and all the awesome people that are willing to help !!! Thanks everyone !
Im a little late to this party..but was having the same problem you were describing..You got it working for me in a flash...Thanks !!!!!