I would tell you what the problem was except that I don't know. I ended up unplugging everything and starting all over using the same cables and the same trial and error system as before...manual in hand just like before. The sound is not very loud in the headphones, but it's enough for me to monitor my keyboard. I don't like that when monitoring through the interface, I can't hear the tracks already recorded though. So, when recording my voice I will monitor through the computer again just so that I can hear the accompany track.
This is the set up for recording my voice while monitoring through the interface (to monitor the keyboard, I switch input lines and turn the phantom power off):
The microphone is plugged into the US122-L Mic Input and the headphones are plugged into the phones jack of the US122-L, which is plugged into my computer's USB port. The volume is turned up on the US122-L. I turned the Mon-MIX balance knob all the way to the left and turned the input knobs up until the SIG/OL LED lights up green. The phantom power is on since I'm using a condenser mic.