Cubase 5.x and Behringer MIDI

Greetings,
I have the Behringer SFR and am having a rough time getting it set up to work with cubase 5.0. I setup the devices for in/out including the stereo in/out speakers but have no audio at all coming through the speakers when I test anything. I press on my synth and I see the midi signal on each channel but hear nothing. Anyone?

Thanks.
-s