How-to? Alesis Qs8.1 + M-audio 410, A basic question from a Newbie! Options

[Tripper]

Hello!

This is probably the lamest question ever...
but I just bought an M-audio Firewire 410 and I am trying to get it hooked up to my Alesis Qs8.1 so that I can begin to record with Logic Express.

I set up the Midi In/Out from the keyboard to the Firewire and Logic Express recognizes the Midi Data from the keyboard if I hit the keys....
And I have it set to MultiTimbral....and all that.
***However, I hear no sound***

I would like to hear the sounds of my Alesis Qs8.1 through the M-Audio. (I have headphones attached to the M-audio) How do I get the Alesis sounds to record as Midi AND hear them?

Does this mean that I have to connect the "audio out" of the Alesis to the "audio in" of the 410?
I hope someone understands what I'm trying to accomplish.
Any help would be greatly appreciated!!!

Thanks,
Jon

[Tripper]

Thank You.
I was pretty sure that this was the case...I'm not a totalally dumb...just about 90% dumb.

Do you think I should route the audio of the Alesis to my Firewire 410 and monitor it from that? I'm assuming this is what most people would to...

Or would they just plug the headphones into the Alesis?

Jon