Nic,
I'm sorry, I injured a disk in my back, and I've been in a lot of pain, and not here in forums.

Let's do this simply.

MIDI is nothing more than a protocol, as it says Music Instrument Digital Interface. It's a way to get digital information from one place to another. In the simplest terms, it says 'Turn this note on now, at this velocity, for this long, and then turn it off.' It doesn't say anything about how the sound should sound, or, even in some cases, what sound should be at all. (it's a little bit more complicated than that, of course, but that's the basic concept of MIDI)

So, your harmonica that you want to play. You can do this multiple ways, but let's say you are going to use a keyboard. No sounds in the keyboard, just an input device. You listen to a metronome, or a drum track, and you play the keyboard. You THINK you got it right, but you don't know, because there is NO SOUND. But, you look at the track you just recorded, either in Band In A Box or Real Band, and it shows that you recorded something. What your recorded was MIDI.

Now, no one is going to do that. You're going to select some kind of sound generator, whether it be something like the Roland I've been talking about, or a VSTi that Scott has been promoting. You set the track to output that data. Ahhh, but where does the data go? Well, you can set that, but right now, you can set it to output via your Saffire. Just select an output port. Or, if you have the Roland, it goes out the Roland. One uses the VSTi, which is nothing more than software in your computer. The computer sends audio data to the Saffire, and the Saffire sends it to your speakers and you hear whatever sample you have selected. The other way, it sends the data to the hardware synthesizer in the Roland, which creates the sound, and then that sends it to the hardware outputs of the audio section of the Roland, and on to your speakers.

Now, how about recording the sound? Well, if you're using a VSTi, it's REALLY easy. You'll 'Render' the entire file to an audio file, a two track stereo file, and the software will automatically create the sounds inside of the computer, and then mix them down to two track.
With the Roland, it's a bit harder, because you need to, ideally, record each MIDI track to an audio track. That means setting up the mixer software in the Roland to record the Synth. Since I don't have a Roland, I can't help you on that. But, if you have ten MIDI tracks, you should, again, ideally, have ten AUDIO tracks, PLUS, any Real Tracks or Real Drums you've imported from Band In A Box. Then, on top of that, if you're doing any recording of your own acoustic instruments, you will need to have an audio track for each instrument. So, let's say you have a truly complex song, you might have 20+ audio tracks.

Let's diverge here for a second. Why have 10 MIDI tracks and an audio for each of them? You could mute all the other tracks, and then record all ten MIDI tracks to one audio track. This is why I said 'ideally.' Because if you record each track individually, you can control volume, pan, and more importantly, add effects via VST or DX (not too many DX effects) But, if you want to add some reverb to one track, and not the others, and maybe some compressor to a few tracks, but each one is different, then each AUDIO track can be controlled separately. This is why I suggest one audio track for each midi track.

Okay, now we have the Real Track and Real Drums from Band In A Box in Real Band, and then we have created some MIDI tracks, and those are in Real Band, and you've either recorded audio tracks or are using VSTis (which, by the way, can have the other audio effects on each track, since they don't get recorded like a hardware synth does), and any tracks that you've recorded yourself. When everything is ready, you should be able to merge everything down to a two track audio file.

This may be a bit disconnected, and if it is, I'll apologize, it's 1:30 in the morning, I'm in a lot of pain, and I can't sleep, so I came online to do something useful. I hope this will help you, and not confuse you.

Gary

I'm blessed watching God do what He does best. I've had a few rough years, and I'm still not back to where I want to be, but I'm on the way and things are looking far better now than what they were!