Hello, my name is Rusty. Are you saying that you have indeed replaced the sustain pedal? Have you tested the pedal on another piano at the store?
Ok, and you have already replaced the pedal? This is very important information, where did you get the new pedal?
Ok, and was it working before and just suddenly stopped working?
Ok, it sounds like this is either going to be an easy fix, or it will have to go in for repair. Let's start with the easy fix. Take out the batteries and press the power button. Wait one minute. Put the batteries back, and turn it on. Press the Transpose/Function button. Press the down arrow until you see InitMix?, then press the right arrow twice to display InitSys? and execute the initialization. Tell me if that does the trick. This will restart the operating system and reset your midi settings. Since the jack is assignable, that may be what is causing the problem.