roland td6 and Cakewalk midi - Help

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I recently purchased a roland td6 but want to play it into cakewalk 9. I dont really have a clue about midi.
I can get it to record and play but the sounds are different. It seems to change the voices somehow.

Can anybody help ?????

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My guess would be either:

1. midi "soft thru" is on. If you have both the midi in and out hooked up to your computer, when cakewalk plays back, it will go to the td6 in and right back out again back to cakewalk. From here it could be doing something funny at cakewalk's midi in or going right back out to the td6 in a feedback loop.
   
2. are you in GM mode? not sure, but I think it can only play the general midi soundset in GM mode.