how to get the voices from my keyboard onto magix music maker when the midi cable is connected

Great ... we got there in the end !!

Don't forget to change the question status to "solved"

Thanks guys, you rule. It has worked and i would like to thank you for putting up with my inexperience.

In your MM arranger you should see a midi track which is a file that stores the keystrokes you have made on your keyboard - this can be played back to either control a VST instrument in MM or an external sound making device such as your keyboard.

What you are trying to do is record the sound of your keyboard controlled by your playing midi file  - this will generate a recording in another track of MM if you have correctly connected a lead from your keyboard to your pc sound card, selected this in a spare track and set it to record audio. see the screen grab below to see what a midi track looks like and what an audio track looks like (arrowed).

i am not very good with the technical side of things, so can you explain what a audio track is.

Not really - unless you wish to play back / export your midi track using an instrument in music maker or a VST you have added rather than your external Yamaha keyboard.

In relation to my previous answer... do you have an audio track recorded ?
 

i just found somthing else, when i try to export a song into a mp3 format it tells me
'midi objects can be found in range. Activate the corresponding Track VST instruments, so that the midi information in the file you wish to create can be heard.'
Could that help in anyway?

If your audio lead is still plugged into the headphone socket of your keyboard you won't hear anything from your keyboard.

Can you see an audio waveform in music maker where you were supposed to record the audio output of your keyboard when you played the midifile. If you can see this track plug your headphones into your PC headphone socket and playback the track

If you cannot see an audio track you have not recorded the output of your keyboard .... you wont hear anything.

If you are still having trouble please send some additional information ... screen shots of your arranger window etc otherwise it is almost impossible to help you.

i have the cable in place but now i don't hear anything at all when i play it on the program, what should i do?

"there is no line out socket on my keyboard"

I'll bet there is!  On my Yamaha, it is labeled (HEAD)PHONES/OUTPUT.

This would have been easier if you would have told us the make and model of your keyboard and computer at the very beginning.  And, we're still waiting....

Last Chance ! ...Try the headphone output from your keyboard ... but turn the volume way down.

So set set up your midi connections - set midi out to your keyboard in Magix program settings play your midi file and you should hear your keyboard produce the sound ... connect your audio lead from your keyboard headphones socket to your line in on your PC and then record your keyboard audio to another track - remember to select your line-in in the record dialogue. In other words you will be playing the midi file and recording the audio at the same time.