Midi -> Out, Playback Recorded Midi Track Options

HELLO EVERYONE, thanks very much for ANY help you can offer me.

I have a tendency to bite off more then I can chew; heres my issue;

Im a very very new user to Pro Tools and MIDI

I understand MIDI is not actually audio but information regarding keystroke, note, etc.

I have successfully recorded a MIDI track in PRO TOOLS LE 6.0 (im using a Korg Triton Keyboard)

I currently have the MIDI out from my DIGI-001 box feeding astraight into my Keyboard's MIDI IN.

When I play back my MIDI track I dont hear anything, my question i guess is, what do I need to do to be able to phsyically hear what I recorded on my kayboard.

Iam very lost at all this it took me forever to even figure out how to get pro tools to "hear" the notes I was playing on my baord to actually record them.

ANY HELP is so GREATLY appreciated.

THANK YOU