sound from keyboard

You say you can hear "everything else" playing from the TASCAM. What is everything else?
Do you have the Yamaha's headphone/line out plugged into anything? Does the keyboard have it's own speakers?

I had a poor choice of words when I said 'everything else'.  What I should have said was that all of the instructions in the tutorial had worked until I was trying to hear from the keyboard.  The Yamaha does have its own speakers and I don't have anything plugged into its headphone jack. When I was doing the MIDI recording tutorial, I could hear from the keyboard speakers.  Right now, in the audio tutorial, I can only hear from the headphones connected to the Tascam. If I disconnect the phones from the Tascam, I hear nothing.

Does the Yamaha show up on your preferences as an audio device? (under audio devices) I'm assuming that you have the TASCAM set up as the audio output, but you want to send the audio to your Yamaha? 
 
 
 
Glen

    Thanks for the good suggestions.  I connected an audio cable from the output jack of the Yamaha into the line in of the Tascam interface.  Recording from the midi tracks to the audio track worked then.  Makes me feel good after all of the struggling to set everything right.
 
What I think right now is that I will be able to hear the MIDI tracks through the keyboard speakers but I will have to hear the audio tracks from the headphones plugged into the Tascam.  I am also assuming that if I want to record MIDI tracks and audio tracks together, I will have to record all together to a new audio track and only hear the result from headphones or speakers connected to the Tascam.  Is my thinking right?  I don't quite understand the bounce tracks technique yet but I think that must be involved with getting all of this together.

If you want to use the sounds of your keyboard instead of the sounds of software synthesizers, I suggest you buy a small audio mixer. Plug the audio outs of the keyboard and the TASCAM into the mixer and monitor everything from there with speakers or headphones. That's how I do it.
Bouncing involves combining several different things and rendering them to a (usually) single seperate track.
For instance, a MIDI track and it's associated soft synth track, or several vocal or instrument tracks you want to combine into one. Or the entire song into one track for export, mastering and burning to CD, or making an mp3 to send the song over the internet.
You cannot bounce a MIDI track whose output is set to your keyboard. The synth producing the sound is outside the computer, so there will be no sound to bounce. That's why you have to record the audio output of the keyboard to an audio track in SONAR to actually get the sound into the song.