Midi -> Out, Playback Recorded Midi Track Options

HELLO EVERYONE, thanks very much for ANY help you can offer me.

I have a tendency to bite off more then I can chew; heres my issue;

Im a very very new user to Pro Tools and MIDI

I understand MIDI is not actually audio but information regarding keystroke, note, etc.

I have successfully recorded a MIDI track in PRO TOOLS LE 6.0 (im using a Korg Triton Keyboard)

I currently have the MIDI out from my DIGI-001 box feeding astraight into my Keyboard's MIDI IN.

When I play back my MIDI track I dont hear anything, my question i guess is, what do I need to do to be able to phsyically hear what I recorded on my kayboard.

Iam very lost at all this it took me forever to even figure out how to get pro tools to "hear" the notes I was playing on my baord to actually record them.

ANY HELP is so GREATLY appreciated.

THANK YOU

Where are your audio outputs of your Triton going to?
Can you hear anything if you plug headphones into your keyboard?

Are you on OS 9 or OS X?

OS-X

And I can hear somethign through my headphones but it plays the track on a different set of instruments then those recorded on.

PLEASE HELP