recording with midi/m-audio

hi I’m really sorry to trouble you all with such a simple question/problem.
I’m new to Cubase le 7 or any recording software for that matter, plus I’m not great with computers. ive hooked my midi keyboard up to my computer an Cubase an using the HAlion sonic se witch I love the sound of all the effects but when I arm the record buttons to record myself the bar moves along but as though it may be recording but that’s all an when try to play it back it hasn’t recorded anything? something to do with the inputs or outputs?
thank you

Hi and welcome,

Did you hit Record, or just Play?