Get a multi-track recorder and run a line from your KB into it. I play guitar, but I pretty much had the same problem. I use Orion Pro for all of my drum machines and synths but I have my guitar and effects plugged into the mixer. The mixer is plugged into the computer and I record along with the software. Either way, I have to record it live.

What you're playing on your keyboard is MIDI. MIDI is nothing more than digital signals, not sounds. Once it gets to the computer (sound card), it uses those signals to play the built-in patches on the card. So, it's not gonna sound anything like you want it to. Play it, record it and import OR load your system with the patches you want, route your keyboard to those patches and let the computer do the work.

anthemaudio,

To answer your question about where I work, its a small Indie hip-hop based production studio. My boss produces(composes) hip-hop beats and sells them to artists like Dr Dre. You ever heard "Keep your heads ringin?" That came from our studio. Pretty cool stuff.