I'm not familiar with Mac and Cubase SL. But I know they can work for audio and MIDI. From your description, I assume you already record guitar and vox on your BR-8 (?) and want to add more parts using MIDI, am I right? Then you need at least sound card and MIDI intrface. I've already given you hints on your other thread.
Set metronome in your Cubase to match tempo on your BR-8, then record
audio one by one into cubase using audio cable. Insert MIDI track, point port to your MIDI interface (which is connected to your MIDI keyboard), set necessary adjustment (bank, patch, volume, etc), record MIDI. Edit MIDI data on track as necessary, repeat the procedure untill all MIDI instruments are recorded. You'll have audio tracks of your guitar and vox, plus MIDI tracks of the rest instruments.
That's it? No... you need to "convert" all MIDI track to audio before mixing and burn to CD.
Insert audio track, arm for recording. Solo either one MIDI track, connect your keyboard's audio output to soundcard's line input. Make necessary adjustment (gain, etc..). Then record audio track while the soloed MIDI track being played.
Cubase MIDI track (play)--> Interface --> Keyboard --> Audio out --> Soundcard-->Cubase audio track(record).
Do same procedure until all MIDI tracks "recorded" into audio track. Then you can mix all audio tracks into stereo wave file, and burn the result to CD.

Jaymz