I plugged my JV-50 Roland keyboard into my Audiobox USB, and plugged that into a USB port on the back of my computer. Even though the Audiobox is selected as my MIDI input and output, there is no sound from the headphones connected to the USB device.

When I attempt to record, I hear nothing, and when I stop recording, a message pops up saying AUDIO info was recorded, even tho no audio (mic or guitar) is even hooked up! There are black lines that appear on the first track's timeline that look like MIDI stuff, but there is no audio playback. What, if anything have I done wrong?