Recording MIDI in Logic Gold

[glamslam]

Hi!
I'm using LAG 4.6 on Windows with an M Audio Audiophile Soundcard. I'm trying to record in MIDI for
the first time and all my connections are correct. My master keyboard is a Korg Trinity Plus
and I have identified it in the Environment. When I select a track to record and play a few
notes the transport bar recognises the information but NO SOUND is actually coming out!
I have tried all the troubleshooting tips in the manual but no luck yet. The local is set off on
the Trinity and audio records and playbacks just fine. Like I say, this is my first time recording in MIDI
so do I need to select or arm other audio tracks so I can actually hear what I play? The audio outs
of the Trinity are also going directly into the ins of the soundcard. The Trinity is working
fine...I plugged headphones in to check. Could this be a routing problem??? Please help! I'm
so confused...
Thanks in advance.