My original 828 is running on an i-mac with OS 10.4 using Digital Performer. Since we don't have the same operating system or recording software, it's hard to suggest what to do. It sounds like you're not setting up your recording software (Audition) to record, monitor or hear what you're playing. Usually, you have to configure drivers outside the software AND the software itself. The drivers give you options like inputs, outputs, clock settings, etc. and it sounds like you have those set. I'm guessing that in Audition, you also have to tell the software what track to record, what type of input to record (analog, digital, etc.), where the track will end up (output), and whether or not it's audio, MIDI, etc. You probably also have to set the track type to mono or stereo. If Audition is anything like Digital Performer, you may also have some type of input monitoring mode, which tells the software whether or not to record through effects or direct. In addition, Audition will probably have some type of mixing board window with a record enable button and a mute or solo. Any of these things can keep you from hearing sound, so you will have to check them all.
I would start by confirming that your software can record without monitoring. Consult your software manual and look for a quickstart guide to recording. Follow those steps and check to see if Audition actually recorded something. You should see some type of audio wave form that indicates that sound was recorded. If you can record, then you know it's a simple but frustrating monitoring issue.
Sorry I can't be more specific. If Unicornation doesn't solve your issue, maybe there is an Audition user's group or forum that can take you through the process on that end. Again, it sounds like it's amonitoring problem and the answer probably lies in the way Audition is setup. Good luck. This stuff is frustrating especially when you find the magic button, push it, and--viola--sound!