recording question

I am currently using cakewalk's sonar 4 and I am using the headphone out to the mic line in on my pc to record, but when recording I dont hear the mpc playing through my speakers, yet the program is reading it and it does record but the recording comes out really low. anyone have any ideas of why this could be happening?

yeah I have watched that video, do you think its because im using the headphone out and not the L and R stereo? and is it possible to wire the mpc through the computer to play through the speakers in realtime?