Connecting Panasonic sx-KC211 to computer

I am a very new user (1 week) of a Mac and need some help in trying to figure out why my keyboard isn't connecting properly for the Garageband. I downloaded the Piano lessons and wanted to use it but when I use it I either have the sound coming out of the keyboard when my headphones are connected to the computer or the sound comes out of the computer when I have them plugged into my keyboard. I have MIDI pin connectors for my keyboard that are connected to a USB Midi Interface (UM-2ex Edirol brand). I have checked to make sure that the out is connected to the in and the in is connected to the out. What am I doing wrong. I told you I was new! Thanks in advance

I Found My Own Answer

Just to let everyone know, I had to update the USB Midi Interface (UM-2ex Edirol brand) and everything now works like a charm