Glenda,
It appears that the keyboard is making the sounds. When you record midi only tracks to realband, no sound is actually being recorded, just the MIDI data.
MIDI data is like the keystrokes used in a word document, with specifics about which font to use, what margins should be there, etc.
The Word document itself is not an image of the printed version of the document. It is a collection of keystrokes and commands, than when assembled, show an image on the screen of what you want to read or print. When you print it, then it's all converted into a format that you can hold in your hand.
Right now, all that is being recorded in Realband is the same kind of thing as the keystrokes in a word document. You have to use something to actually 'print' the keystrokes into sound. At present, your Yamaha keyboard is doing that task, converting the MIDI data coming out of Realband, into actual sounds.
What Realband is cryptically trying to tell you is that in order for the sounds to be present inside the PC by itself, it needs something to convert the keystrokes into sound. That's where the 'GS-wavetable' comment comes from. That's an internal synthesizer that can do that job.
There are all kinds of options to make this work. Perhaps the best for you is to record the actual AUDIO output of the Yamaha keyboard into individual AUDIO tracks. Then you have recorded waveforms to deal with and not just the midi notes, velocities, and so forth.
Here's a very nice set of articles on how MIDI actually functions.
http://entertainment.howstuffworks.com/midi.htmIt would be worth your while to see if you can wrap your head around some of the concepts in the article.
-Scott