Thanks again for all the feedback.  Much appreciated.
Here are the steps I am taking specifically in my attempt to insert a synth track.  Pretty much the tutorial I found online.
1) Open a blank project, 2) Insert-Synth-CakewalkSS32(ENABLE MIDI OUTPUT) - Input=Omni, Output=Speakers The CWSS appears 3) Arm Track and Press record.  When I hit a key on the piano roll a drum beat is heard and registers on my input level meter.  So everything appears fine.
However when I follow the same steps replacing CCSS32 with SessionDrummer, I am unable to record.  When I hit a cymbal on the interface, I hear the cymbal and the input level meter reacts.
Iawajava-the midi input is Midi-Omni in both scenarios.
Kalle-if what you say is correct that would explain the results I am experiencing however (and I am a rank amateur when saying this) does this make sense?  If you insert a synth, an interface of a drum kit is displayed, you hit a cymbal, it makes a sound and registers on your meters shouldn't you be able to record it as well?  What is the purpose of interface.  Sorry if that sounds like a stupid question.
Bristol - R was engaged.
GuitarHacker - swapped out fx from CSS to SessionDrummer.  The interface appeared, I could play a cymbal, it op'ed to my speaker and tripped my input meters.
 
Thanks for all your help again.... will keep plugging.  might make a support call.
Cheers to you all.
 

When you say "record it" do you mean record the MIDI on a MIDI track? Or record the audio on an audio track? I'm sorry I've read this several times and I'm unclear. If you're trying to "bounce to tracks" to create an audio track, you have to select "the folder" so you have your synth selected, and the midi track. Then edit and bounce to tracks, select tracks. 

You can record the drums using the piano roll as well. If you really think about: How could anyone play a drumm fill clicking the drums on user interface? It would make no sense to build a recording function based on the interface image. Just like
clicking on the piano keyboard pic on the UI of a synth, you can audition the sound, but not record. You couldn't play chords with a mouse anyway :o/
 
The purpose of the interface is to look good, attempt buyers and show you how the kit looks. Also, when the MIDI track is playing, you can see (in all drum synths that I've used) in the interface in real time which kitpiece is being hit. In software that have possibilities for, say, changing mic positions, the UI picture shows what is happening.

Right. You can't record the synth; you record the MIDI data to a MIDI track which has it's output set to the synth. The GUI drums or keyboards are there to sample the sounds. If you can't hear what samples you're loading, how will you know what samples you're using?
MIDI track input set to your MIDI device, keyboard or controller. You don't need to set the input if you're drawing notes in the PRV or Staff view.
MIDI track output set to your MIDI device, keyboard or sound module, or a soft synth.