[Solved] Probably obvious routing question: monitoring outboard MIDI instruments

I am using Sonar 7 with a Saffire Pro 40.
 
I have some outboard synths I'm trying to run/record through Sonar.  
 
I can do the following:
Create a MIDI track that outputs to the synth.
Create an audio track that takes the input from my interface.
I can record the audio, and play it back.
 
What I can't do:
Hear the audio when I play the midi track, or while recording.
 
There's got to be some obvious easy way to do this, right?  If I create a set of tracks using one of Sonar's virtual instruments I can do this no problem.
 
My apologies for asking a question that has probably been asked in various versions a million times before.

Awesome!  That's it.  Thanks (like I said, it was probably an embarrassingly easy answer).
 
Also, nice username. :)