OK so like I got this soft ware caled sonarLE or cakewallk I need help with it , every time I put my keyboard in to the comouter threwe midi it will record but not with the sounds on my key board so you as you can tell I need help

The first thing that I would check is to make sure that everything is plugged into where it needs to be.

If that doesn't solve the problem, then I would look up information on the following site and also maybe contact the support people there.

Cakewalk

Midi files don't use sounds from your keyboard, they record the notes and then replay them later using sound libraries built into the computer.

The only way to record the actual sound is to use a proper waveform recording program. MIDI recorders won't do it.