Midi to Audio conversion problem

Hi guys…I am unable to convert my saved midi files (which play fine) but when I try to convert them to a audio track nothing comes out just silence no audio. I am using Tascam US-122 as my midi interface with my keyboard Is there some way to set up the audio input so that it receives the correct input? and records the midi files?
I am using Cubase Studio 5 but haven’t used for a while which I guess doesn’t help.
Any suggestions much appreciated. Russ