midi connection

I have an Electone EL 25, a Korg Pa 80 and the steinberg ur22 with the cubase LE AI ELEMENTS 8.
So I cannot hear and rec midi files.

Please Help

The two keyboards with the steinberg ur22.
The electone from the audio line and the korg from the audio Line and from the Korg 's midi in to the ur22 's midi out, and from the Korg 's midi out to the ur22 's midi in.
I select all midi inputs and hallion out in the cubase . There are actived on Windows midi in and midi out the Steinberg ur22 -1 on Device set up of cubase.
I set the local parameter to off and i have select the External Seq. Set up, from the Korg 's menu and the track one.

Thank you for your time.

So how did you hook them up?