🚀 go-pugleaf

I just purchased a Roland RS-9 Synthesizer and have it
connected to the MIDI connectors to my Live Platinum
audio card, and I'd like to learn how to get the correct
settings/communication flow, to start working with music
composition software like Cubase, Acid Pro, etc.

I have both In/Out MIDI cables connected, and when
I try with LiveWare 3.0 trough "Creative Keyboard",
the sound I get is different from the one at the analog
output of the Roland.
Some effects do not play at all, as if the software
instruments where the ones in control of the sound.
Questions:

1: How can I make my computer play all the sounds and effects
my Roland delivers  via the MIDI interface?

2: Do I always need  to go through "Creative Keyboard", even
   when I need to record from the Roland onto other software?

3: Is there a better MIDI software to use with Roland Synthesizers?
    Opinions, suggestions?

Thanks in advance.
Peter Jensen.