Simple, make sure that the MIDI track outputs back to your keyboard.
You'll need to make sure that the MIDI OUT of your keyboard is plugged into the MIDI IN on the sound card, and your keyboard's MIDI IN is plugged into the soundcard's MIDI OUT. Oh, and it will help if your keyboards AUDIO outs are plugged into the soundcard.
Also make sure that you either dont monitor the midi signal (it will send it back to your keyboard resulting in an echo) or turn on the "local off" on the keyboard and monitor the midi signal (so it goes thru your sequencer then back to the synth)