YAMAHA DGX205

I am new to this and I need some help. I have the Cakewalk Home Stusio XL 2002 and I m trying to make it play back and record the song I record on he Yamaha DGX-205 built-in sequencer. It is not recording all the instrument and some of the recorderd instruments sound different when calkwalk playsback or records. PLEASE, Help. Thanks