MPC and Roland XV2020

I'm trying record a Midi track but the only way that I can hear the sequence played back is when I hook up my speakers to the Xv2020. When it is hood up to the module I can't hear the metronome click, so my track is way off beat. How do I hook my speakers up to the MPC and still be able to hear the sound from the XV2020. I have the audio jacks and the Midi cable. What am I doing wrong

You need at least a two channel mixer.