MIDI device not detected?

I'm new to MIDI so this is kind of complicated to me. I recently bought a Roland Juno-Di synthesizer, and I want to connect it to GarageBand on my Macbook Air to record what I played. I tried using the USB-MIDI cable by plugging the 'in' cable to the 'in' on my synth and 'out' to 'out'. (Is this right?) When I plug the USB into my computer, garageband detected one device. But when I play my keyboard, no sound is coming out of Garageband. Since that didn't work, I tried using the USB 2.0 Type A male to Type B male cable. For that cable, the computer did not detect it at all. I'm really confused and don't know what is wrong. Am i supposed to plug the MIDI 'out' cable somewhere else? I need urgently need some answers because I'm expected to record a few songs for my school's musical, and i'm running behind schedule.

Thanks in advance!