I am brand new to music software and I have been trying to look in the reference guide and online on how to resolve my issue. So far, I am not finding what I need. I have a Yamaha keyboard connected to my computer on which the Cakewalk software is installed. I can record one MIDI track, but when I add a MIDI track and change voices the first MIDI track does not maintain the voice for the part I just recorded. To clarify, if I record drums in the first MIDI track and then want to record piano on the second track how can I keep the drum sound on the first track?
I know MIDI only records information but I need the sound to stay assigned to each track and not change when I change voices for another track.
I am not sure how to do this. But I think this must be a basic function I need to learn
 
Thanks for any help.

Are you assigning each MIDI track a different Channel#, as in Ch.1 thru Ch.16 ? Each voice must have its own channel#. Also, I am assuming your keyboard is multi-timbral (able to playback several voices at once). Or, if you are using a softsynth, one that is multi-timbral (like Cakewalk TTS-1) is required. If it's a softsynth with one voice, you can use more than one instance of the same softsynth in a different track (one in each track, also with a different MIDI Channel#). Hope this helps

I agreed with Anonymungus.  This sounds like a common mistake for beginner.  Also need to check if your keyboard is capable of multi timbral. 

Thanks for the help. I have a Yamaha keyboard and when I looked up the model it said it is multitimbral.
I will look to see how I set up a channel for each track.
 
 

oh gosh, I am so overwhelmed with all of this. I am trying to read the reference guide for info. I am just trying to find out that since MIDI only records data and not actual sounds, how can I make sure that the sound is reproduced for each track that I have. Currently when I change voices on the keyboard all MIDI data plays that voice. However, what I need is each track to play its own voice.

You may want to spend some time learning how to use the software synths which come with SONAR. These can be used as sound sources for the MIDI recorded from the keyboard. Tutorial #4 should get your started. This may be easier than trying to create every sound using the keyboard.

It would really help us to know what Cakewalk program you are using.
   Using SoftSynths within Cakewalk would be your best bet. Use your Yamaha keyboard only to enter the MIDI Data, and when playing back, each track should go to a SoftSynth, not back to your keyboard. Set it up so that each MIDI Track has its own MIDI Channel#. 
   Example: Track One - Drums      Set to Channel#10 (because this a standard Ch.# for Drums)
                 Track Two - Piano        Set to Ch.#1
                 Track Three - Bass       Set to Ch.#2
                 Track Four - Clarinet    Set to Ch.#3    
                  ETC.   ETC.
   It is the MIDI Ch.# that keeps the tracks (voices) separate.
                WHAT VERSION of CAKEWALK ARE YOU USING?