A few things:
Make sure you have the Sonar plugin from Tascam.
Under Preferences>Midi>control surfaces - ensure that the Tascam has both the In Port and OUt port assigned to "FW1082 Control". If you dont see this as an option, go into Midi.Devices and make sure the FW1082 Control is added.
Make sure the Tascam is set so that the "Both F3/F7" button is activated. This controls what signal is being output. By hitting "Both" you are hearing the computer output AND the inputs.