Help!!! with converting Midi to Audio with Sonar 7

So i have Sonar 7 and running it with Windows Vista.  What ive been doing is tracking out my beats with my Korg Triton keyboard. After i finish the song in my Korg triton  i would save the midi file to a hard disk then load the midi file from the hard disk into Sonar 7.  After i do that i can see all the midi tracks on Sonar  7.  Im using an M adio fast track pro which is a usb audio interface and comes with MIdi connections.  i have that connected to my keyboard and  through midi cables. the thing is i have my instrument definition set right. i down loaded the triton studio intriment patch. so that works fine. OK...... i would mute all tracks on sonar except for 1 track which is the first track. when i play it i can here the piano fine which is the same sound from my korg triton. so what i do next is i highlight the track number then insert  a new  audio on top of track one. i arm  the record  on the audio track and press record.  i can here the instrument from the midi playing through my korg triton into my stereo monitors just fine but its not recording the audio. Thats where im stuck!.  someone  please help im confused on what im doing wrong?

FYI im not using sonar soft synths but im using my korg triton studio for my kidi sounds.

I also have my triton hooked up with a line cable for me to hear the triton sounds. i have the line cable inputed into the intrument input line in place. and that cable hooked up to my mono inpute for my triton. where i would usaully input a cable for sound. then i have another line cable from my maudio hooked uo my speakers. thats how i can play my keyboard through the maudio and still here my keyboard.
 

ok let me rephrase what i meant.  ok i do have cable from my output of my keyboard going to my input on my m audio.   thern i a seperate cable that going from my my TRS output thats on my m audio going to my studio monitors so i can hear the sound from my keys. Thats how i have it set up. When i record a midi track from my keybaord sounds it records fine and i can hear them fine. the only thing is when i try to transfer the midi to audio. when i record with an audio track i get a flat line. like the sonar softeware isnt recieving any software sounds.  Would i have to re install the sonar or is there something i would have to set up in my computer or the software.