I'm not sure how Power Studio 660 works..
But here's how I do it in Producer Edition:
1.) Insert-> Soft Synth-> Session Drummer 2
2.) Make sure 'MIDI Source' and 'All Synth Audio Outputs: Stereo' are checked
3.) Click 'OK'
You could also check the 'Synth Track Folder' option. It helps keep things organized.
Hope that helps!
-Dustin
EDIT:
This won't "record" Session Drummer to tracks, but it will route the outputs of Session Drummer to individual audio tracks. Which is basically the same thing as far as mixing is concerned. If you want real audio clips you can solo the tracks you want and click "Edit-> "Bounce to Track(s)..."