how do you sync a controller, sound module, and 500

whats up everyone, if anyone knows how to do the what the tittle says please help me out. Heres the deal. I have my akai 500 midi in going out to my controller i have my midi out on the akai going to the yamaha mu80 sound module. I do what the instructions tell me in the manual as far as track>params blah blah i here sound the module works. I guess heres the real problem connecting everything this way wont let me make and drum pattern then go over to the controller and play a melody.also i can only hear one or the other. if i unplug my headphones and load the drums on the akai and plug my headphones in the akai i can hear a drum if loaded then I try and connect everything and cant hear any drums only the controller. and when playing back the drums, when connected to the sound module i hear the pattern but with the voice of the controller. i want to sync everything, I beleive its called syncing. so I try the way the manual tells me how to connect it but it only gives you a way to do it with a keyboard with internal sounds. Is it possible to sync with a sound module im sure there is but i can seem to figure it out. thanks to anyone out there that responds.

is my problem that im not using a mixer. and if my problem is not using a mixer how would i connect the module and the akai to the mixer.