More detail. How are you connecting the keyboard? What are you connecting, midi or audio? What software are you using? If you are using Asio4all, there has to be a soundcard and you have to be able to use your standard speakers. Not the ones on the keyboard of course but the ones connected to your computer or the ones in your laptop if that's the case.

What you need is a proper midi capable interface and the software it comes with. If it does not come with a DAW, then you can use Reaper which is nagware. However at a price of $70 it's a steal. Buy it. You need monitors, there are plenty of cheap ones out there and then there are good ones. Very few if any fit both categories. Try some of the cheaper m-audio stuff.

I'm really not equipped to answer questions regarding MIDI. However, indicating that you are going directly into your motherboard would make me think you are trying to rely upon the awful built-in crap sound device on your motherboard? This really isn't a good way to go. In that respect, an external audio device would be much more advantageous and actually quite a bit more professional. No onboard audio device on any motherboard is good. They are all awful.

Utilizing an external audio device, you could merely take its output into a pair of powered monitors or even into a reasonable hi-fi amplifier to a pair of modest control room monitors. Not getting any output from your motherboard sound device would indicate to me that it is either disabled or your mixer applet is not properly configured. Again, these motherboard devices are extremely substandard. You are doing yourself a great disservice by trying to rely upon it. You may have even disabled it somehow in your bios? And if you get an external audio device, you should disable the internal audio device in your bios. Decent external audio devices can be had for as little as $80 US. And those types will not have any XLR microphone inputs. They are generally line level only. Stepping up to a device starting around $150 US will generally include 2 XLR microphone inputs as well as being able to accept line level inputs. The outputs of both devices will be far superior to anything on your computer motherboard.

You should also realize that any MIDI device will be outputting its own sound. The computer is merely recording your MIDI data and therefore, there is no sound. So your inability to make your speakers work is dependent upon getting your MIDI device output, into your external computer audio interface so that it can loop through so you can hear it. Otherwise you would have to rely upon virtual synthesizers within software that would then outputs sound to your crappy motherboard soundcard or an external professional computer audio interface device.

I am a MIDIdiot
Mx. Remy Ann David