all you need to do in pro tools to record midi, is create a midi track. Then set the midi tracks' inputs to your controller (fantom). Then if you have your line out's on the phantom plugged into your 2 line in's on the MBox you should be fine. Create an aux track in pro tools with your inputs set to 1 and 2 and you should be fine. Mind you, you'll want Input Only monitoring on. Or just record arm the track.
Keep in mind, you need to have your midi drivers installed (if you on a mac, make sure you AMS (audio midi setup) is correct.
Once your midi data is recorded into Pro Tools, you can do a couple different things. Either leave it setup as is, as when you bounce down in real time all that midi data will be bounced down with it. Or you can create an audio track instead of the aux, and record the midi date to the audio track. Then you'll actually have audio from the fantom that you can edit.