I've got a korg m1 hooked up to my pc via midi cable (one in, one out). Using cakewalk music creator 2.

When i play the m1, the cakewalk shows the wave forms, also the red light in the icon flashes.
But when i playback, there's no sound from m1.
( The local is: on).

When i play the cakewalk demo tracks, the m1 plays. Also when i use the piano view and place notes, and then hit play, again i get the sound from m1.

The input and output devices: MPU-401 (for both)
In the track i got: In : Midi omni Out:MPU-401
Channel:1

Can someone tell me what's wrong with this set up?
How come i can hear demo playback, but not my own recording?
Thanks.