I have exactly the same setup.
I use the tape outs of the Behringer to the line in on the Soundblaster using a double-RCA to 1/8" stereo phono cable.
From the SB back to the Behringer, I route the rear outs (I think its the one closest to the MIDI connector on the SB) to the last channel on the mixer using a 1/8" stereo phono to a double-1/4" mono phono. Then I use the front line outs (right next to the rear outs) on the SB to run into my stereo amplifier. That way I don't have to have the mixer on if I want sound for simple mp3 listening.
Sounds great. But a trick I learned was to turn down the recording level on the line input in the Windows mixer. My keyboard had a strong enough signal level that by cranking it up to full, then lowering the input recording levels, I was able to lower my noise floor to -85dB.
