I have a Roland HPD 20 and I would like to know if it is possible to record the onboard kit sounds to my computer through the USB cable?  Or do I need to get MIDI cables?  I don’t want to do it with TS cables because my Audio Capture Device only has one set for Left and Right and I already have my Wave Drum hooked up to that.  I am using SONAR X3 and I have tried a few times with different settings with in the DAW but I have not had any success.  I am a novice at this when it comes to hooking hardware instruments, so I don’t know if I am setting up wrong inputs or outputs with in the DAW?  Thank you for any help?

From the spec's it looks as though you can, when connected can you see the audio inputs in SONAR Audio driver section of preferences.?

I do see it in the audio section, but I was hoping to be able to hear the sound through the audio capture device and out to my speakers. AS it is right now I don't have any sound.

The inputs have to be selected in preferences and an audio track using the inputs would need to be added to the project and input echo enabled on the track to monitor the inputs until the track is recorded. If SONAR is setup for ASIO driver mode (found in Preferences > Audio > Playback and Recording), you will not be allowed to enable the inputs while another device is selected. In order to use the HPD 20 as an input device while sending audio to the audio capture device SONAR will need to use one of the other driver modes.

What would be the better driver
WASAPI
MME 32 bit
Or WDM/KS

Try them all and see which works best.