Welcome to the forum.
I don't think you're cutting in on anyone, since you're the first to post in this thread in over 8 years.

So, you're plugging the keyboard's audio output into... something to record it, then plugging that into your sound card to record it into... whatever program you're using?
I think you should skip the step of recording onto something else first, and just plug the keyboard into your sound card/audio interface. You'll get less noise in the track.
Did you select the correct input in your recording software (which is?)
Did you arm the track for recording and set the recording level? Then click the Record button?
Please describe all the steps you are taking to record.
Some more information will help, too; what version of Cakewalk software are you using?
What's your computer's operating system and is it 32-bit or 64-bit?
What sound card or audio interface are you using?