I can almost guarantee you it's a wiring problem. So lets go down the list of connections.
Output from keyboard should consist of 2 male, 1/4-inch mono plugs that connect to a single, 1/8-inch, male, stereo plug. Naturally, this is not available in any store, therefore, you must use specific adapters.
In order to obtain the correct configuration you will have to purchase a headphone extension cable, which at one end of the cable there is a male, 1/8-inch, stereo (TSR) plug. At the other end is a female stereo jack. This will plug into an effects cable, which is available at most music stores. That cable consists of 2 1/4-inch, mono, male plugs at one end, and a 1/4-inch, stereo, male plug at the other end. The stereo plug is then plugged into the headphone extension cable. This should solve your problem.
If you purchased an adapter at Radio Shack, one that has a single, 1/4-inch male plug at one end and a pair of females at the other end, this is a splitter plug that parallels the single male and does provide the necessary connections for recording in stereo.
Good Luck,
Gary
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)