Casio CTK-720 problem

[Jmscanadyy]

Okay, so i've had this problem that i can't resolve and i'm not sure whether it can be or not. I'm running a Casio CTK-720 to my Macbook pro with version 10.5.8, which runs Logic 8. When i select GM device from 'external midi' and choose the device that i want such as the 'soundtrack' tones, those sounds play back through my Casio CTK-720's speakers. Now when i choose a software instrument and record something, those sounds play back through my macbook itself. Thus, i cannot mix properly when half of the sounds come from my keyboard, and the other half come out of my laptop. Any suggestions?

I don't have an interface or monitors either, which is a total bummer.