Controlling LED brightness through a Mayhew Mux board?

Other Hardware LEDs and Multiplexing
1

I just got a Mayhew Mux board and wired up 48 LEDs. digitalWrite works just as I expected. But if I try to use analogWrite to control the PWM sent to the LEDs, I don't get far. At best, analogWrite works just like digitalWrite, with values 128 and above turning LEDs on full blast and values 127 and below turning the LEDs completely off.

There must be solutions better than looping through digitalWrite(x, HIGH) and digitalWrite(x, LOW) to run LEDs at less than full brightness?

Any suggestions most welcome! Thanks!

2

Link to datasheet of your board would be helpful, as type of arduino are you connecting.
I general, not all pins on arduino boards are PWM, for example UNO has only 6 digital pin PWM-able.