Pretty vague, Tried what? Youare routing your MIDI keyboard through a soft synth right?
Routing= Keyboard MIDI out, to MIDI in going to PC,- Route your MIDI signal through a softsynth assigned to that CH, and make sure you're monitoring is routed to the Master output, and that should do it, I don't do a lot of MIDI, but I just route my soft synth, (EZ Drummer) into the FX bin, ( I use SONAR), and that works fine.
Good luck, I hope this helps.