I have a Yamaha keyboard that I route the audio out of, into my audio interface, and into Sonar, to capture the audio output from the keyboard, in addition to using it to trigger soft synths.
The output jack in the back of your keyboard is a single STEREO output jack, just like mine.
I went to Radio Shack and bought a 1/4" male stereo to two 1/4" female mono connector splitter. I plug the 1/4" male stereo plug into the stereo output jack of my Yamaha. This leaves the two mono connectors hanging off of that. I then plug standard 1/4" mono instrument cables into the 2 mono connectors of the splitter, and run those two instrument cables into 2 inputs of my audio interface.
I then adjust the keyboard volume and the input volume of the 2 channels of my interface, and have 2 audio tracks in Sonar for these 2 channels from the interface. Both of these are mono channels, and I pan them left and right, appropriately.
I set the levels for the 2 audio tracks in Sonar, and I am good to go. The reason I use two mono tracks in Sonar is to be able to apply different effects to the two channels (left and right). For a keyboard, I would likely add a slight delay to one of the channels, usually the left, to widen the sound - like Tony Banks from Genesis did to get that incredible sound.
I hope the above helps.
Bob Bone