You'll want to get round-trip audio latency under 12 milliseconds or so. At that level, you'll definitely feel it, but it shouldn't be too bothersome.

Just keep in mind that once you have recorded the external audio, if you change the tempo of the song, the pitch will change.
 
Like konradh I would just use the MIDI track from SI Elec Piano to trigger your DGX630. This is what I do quite often as I too prefer the sounds of my Roland Digital Piano to the SI.
 
But I tend to use the sounds of the SI during the development of my piece, until I'm reaching the final stages. Before recording the audio from my digital piano, I make all the modifications to the tempo and MIDI commands. This means that the audio I record doesn't require any more editing (other than effects).

avelorn0
Just keep in mind that once you have recorded the external audio, if you change the tempo of the song, the pitch will change.
 
Like konradh I would just use the MIDI track from SI Elec Piano to trigger your DGX630. This is what I do quite often as I too prefer the sounds of my Roland Digital Piano to the SI.
 
But I tend to use the sounds of the SI during the development of my piece, until I'm reaching the final stages. Before recording the audio from my digital piano, I make all the modifications to the tempo and MIDI commands. This means that the audio I record doesn't require any more editing (other than effects).

 
Yep, agree that this is the way to go. Like many people I have several piano options, but at the composition stage I just pick any one and do my thing. Once the midi is how I want it, that's when I think about which piano / setting I'm going to settle on. Just point my midi track towards whatever instrument. The replace synth feature is very useful for this, although it wouldn't apply to what you are trying to do here.
 

Regarding latency:  If you are not able to get your latency to behave well at the 12ms or less as Brudlefly indicates above, trying to record your keyboard will be unpleasant at best.  It will be like playing a pipe organ in a large auditorium - hit the key and hear the sound much later.  It's very confusing for most people to try to get good timing like this.
 
Since you have a keyboard that can produce its own sound, you can avoid this by allowing your latency setting to be higher (pretty much insignificant what the number is this way) in Sonar, turning Local Control ON for the keyboard, turning input echo OFF in Sonar on the tracks for midi and audio.  This way, you will be playing the keyboard as normal and hearing the notes as triggered directly from the keyboard without first passing through Sonar, but the midi will be received by Sonar and recorded in the right spot.  When you play back (with the midi being sent back out to your keyboard, retriggering all the notes you played), since latency would be the same for all playback tracks, it will work just fine there.
 
Even though my sound card will allow me to go to a pretty low latency, I prefer to record my VDrums this way: a. because I get instantaneous response from the drums, which in the case of percussive things is REALLY important to me to get the groove right, and b. I can set Sonar's latency to be whatever I want without effect, which allows my system to run better in general, especially when further along in a project and there is a lot going on.
 
Also, I typically leave my drums as midi all the way until I get to mix-down phase, only then converting each drum from midi to audio to process with Sonar's fx.  Up until that point, I use the vdrums sound for monitoring, again keeping the audio processing power around for those things that need it.  Once in mix phase, I can bump up the latency anyway and then I have more headroom to process the drums and everything else at once without issue.
 
All that said, at some point, you will probably want to get away from the SoundBlaster type cards and get something more designed for the task.  You can even get a simple two channel card with midi over USB2 these days for pretty cheap if you find that you are getting more serious.  It will make a difference in many of the recording phases.
 
Hope this helps.

Not only can you use the MIDI track to drive the sound the synth is set to, you can embed Program Change and Continuous Controller messages in the MIDI track to control the synth sound from your MIDI recording. A lot of MIDI devices offer more functionality via MIDI than they do using front panel controls.
 
You should be able to download the manual for your synth at the manufacturers support webpage. 
You will probably need it, the further you get into MIDI.

Thanks I got it all set up and working, it was very easy using the advice people gave in this thread:
 
http://i.imgur.com/GgmkpiI.png
 
Midi track 4 is outputting whichever voice is selected on the piano to Audio track 5. Its also making a much better signal than than recording via Audio does, I wish I had figured out how to do this 5 years ago.
 
I set my Asio latency to 10 ms, and it works flawlessly for midi recording. For Audio recording though it cant be set below 50 ms or audio recordings get filled with loud popping artifacts.
 
I also tried 1 ms for midi and that caused crackling artifacts, so will leave it at 10 for midi, and 50 for audio. 
 

Jay Tee 4303
 
You should be able to download the manual for your synth at the manufacturers support webpage. 
You will probably need it, the further you get into MIDI.
 

 
Yes I already got it and will start reading the midi section. I'll also try and find the printed manual that came with the piano, but manuals have a tendency to just vanish into thin air.

I set aside a shelf for manuals and have them going back decades. I also download and print missing ones, and put them in a 3 ring binder. Finally, PDFs go on a Kindle so I can step thru procedures without flipping back and forth.
 
He who dies with the most manuals, wins!
 
:-)

Jay Tee 4303
I set aside a shelf for manuals and have them going back decades. I also download and print missing ones, and put them in a 3 ring binder. Finally, PDFs go on a Kindle so I can step thru procedures without flipping back and forth.
 
He who dies with the most manuals, wins!
 
:-)

FWIW - For those who want to pursue Jay Tee's approach, I wrote an article that describes how to create a manual library using an iPad. It's great that so many companies have manuals online, and available for download.
 
Back to MIDI...

Hmmm, I dont know whats going on now. I did a couple of projects with midi tracks set to play my keyboards sounds, but now when I load them up, theres no sound being outputted from those tracks to the audio tracks.
 
When I try selecting the midi tracks for the input to the audio track, it still stays on 'None', and doesnt change the input selection to the midi track. Anyone know whats happening?

I suggest you go back and review my post #8. Your description of the issue is a little confusing, but I'm guessing you just need to enable Input Echo on the audio track receiving audio from your keyboard synth so that it will be echoed back out to your monitors. This would apply to real-time playing or playing back recorded MIDI, assuming you haven't yet recorded the audio output of the keyboard synth.