Amy, you wrote that the Privia manual states that both audio and midi travel on the USB midi. This is not the case. Here is the manual: http://support.casio.com/pdf/008/Web_PX130E1B.pdf

It is MIDI only. See page 24 and on from there in the manual.
Very typical for USB connections on music keyboards. Very few actually communicate audio on the USB as well.

-Scott