new user - sonar 6 XL and Edirol UA-25

I've just installed my new Sonar 6 XL. After reading many threads on here, i decided to buy an audio interface. Since I have Vista, the only moderately priced one I could get that worked with Vista was the Edirol UA-25. I've installed everything, and am going through the tutorials one by one. Everything's OK so far, except that I can't hear the midi on my pc, only through my keyboard. The drivers are all installed properly, and the audio and midi inputs and outputs are showing.

My keyboard's midi output is connected to the pc and not to the Edirol (the connector i have is a usb and the Edirol doesn't have a usb conncection). Could that be the problem, i.e. my keyboard has to be connected to the Edirol? Or should it work regardless?

Any help any one can provide would be much appreciated. Thanks.

both my edirol and midi drivers are checked off in both the in/out options. I've tried different configurations (checking off the midi only, then the edirol, and both) and i'm still not getting any sound off the pc. I can get synth sounds off of the sonar synths, so I'm assuming that means the drivers are working ol.

Thanks mgh. I went through Tutorial 8 as you suggested and realized what I needed to do. The problem is solved and the sound is great. Does that mean though that I can't use my keyboard to play synth sounds and hear them directly so that I can quickly choose which one fits?

By the way, one of the reasons i bought Sonar instead of other packages was because I had seen how well this forum works, how much information is contained in the forum, and how people like yourself respond quickly and patiently to rookies like myself. Just wanted to pass along my thanks. Your help is very much appreciated.