Trying to connect my Clavinova piano to Garage Band with no luck

I have a CLP-260 Yamaha Clavinova piano that I want to connect to Garage Band so I can record myself playing, and then use GB to edit the music. The computer is a MacBook Air (10.7.5).

I've tried several different connections, but so far GB has been unable to pick up the direct connection to my piano.

Here is what I've tried:

1) I hooked up a Sanoxy USB/Midi Cable Converter to the piano's MIDI-out jack and connected the USB end to the MBA. The good news is that GB detected the MIDI input: "MIDI Status: 1 MIDI Input(s) detected", but when I started playing the piano on a Software Instrument Track, GB didn't pick it up.

2) Using an RCA plug/USB cable, I connected the RCA plugs to the piano's optional output jacks and connected the USB end to the MBA. Again, GB did not pick up the piano. In fact, this connection was not even detected in the Sound Input Preferences.

3) I downloaded a "USB-MIDI Driver for Mac" driver from Yamaha's website that is supposed to help with connecting Clavinovas to computers. It did not make things work.

I have a hunch that there's probably one simple setting that's not in the proper place. Can anyone help? Thanks.