Recording Audio from sound module?

Hey everyone..I have a question. I've tried looking up the answer but I get everything but what im looking for.
ok I understand that midi doesnt send audio just sequence, events and such. Im using a M-audio keystation controller and a Roland Jv-1010 sound module. Now how would I actullay record sound. I mean if i play a baseline to my song how can record it so I dont need to keep my sound module on. its annoying especially that i need my module set on the bassline sound i use to play...
Any help or a point in the right direction is greatly appreciated...

why u wanna turn module off? should have 15 more channels after bassline, stack them joints, use the Midi Monster to it's full potential.