MIDI Outpute

Hello,

I have connected a Yamaha Clavinova to the Macbook Pro and the midi tests work fine, both input and output. When using Garageband, I am able to record using the external device. I play the Clavinova and Garageband records my playing. However, when I play back the file it plays using the Mac's internal sound, through the Mac speakers, rather than on/through my keyboard. In other words, the MIDI In works fine but I can't figure out how to get MIDI Out to output to my keyboard. What am I doing wrong?

Thanks,

Tom