i think swamptooth is on to something here.
go to your tracks I/O(input/outputs)
make sure your output is set to the track/softsynth you have selected and nothing else.
also check to make sure the PX-3 doesnt have a setting on it that may involve accompaniment.
a quick test:try to record this,what are you hearing back after you have recorded,is it only the strings,or is it both?