What if I could tell you that you can have your sounds form your keyboard and you could use them through your midi cables. I had the same problem, but i learned how to overcome it and its very easy.
First you need to have your synth hooked up to your line-in connection on your sound card and your midi connection plugged in to. Go into something like wavlab or anything that lets you record. Select the Line in device to record from.
Now select the sound that you want to record. It is best to use a solid note(whatever you call it) like c4, c5, c6, ect. you can use any note, but choose the note that you will be playing close to. now press record and hit the note for however long you think you will need it to play in your song. Then hit stop and the wav file pops up.
You may need to cut any parts before the actual note is played to decrease delay in the time you press the key to the time is plays, you understand. and you may want to cut the end if there is no sound beeing played to decrease file size.
Now save the file as a wav or whatever you want as long as you can import it and play it in your sequencer. Now import it into your sequencer and wala! you got your sound and you can play it from your keyboard as a midi now. ITs very simple and easy. Plus you will be able to tweak it more and so more stuff to it. The only thing is that you will loose quality from higher to lower notes, but if you only play it in a short range you will have no problem. If you have to jump high to low notes, just record 2 notes, high and low, and work them out.
Hope that helped.
oh and you might get some noise from your line in so you may need to add a noise gate or a noise removal, just a thought.