If you want to record your E60's actual sound, record the audio output of the E60!

If you are using Logic, have you learned how to record with it yet? If you don't have a proper USB audio interface, you can always just use the mic ins on your computer or laptop...

Brian, your recording is not the Korg sounds anymore if you let Logic use its GM sound set.

BBBB... sounds like you are pretty much on it. Just connect the E60 to the Duet's inputs, and route Logic's outputs to the speakers.

If you are doing this live, latency might be a small issue, so listen to the E60 while you play using headphones outs on the E60.

Alternatively, if not singing or anything else, use the E60's Recorder to record the performance, then play it back and record using the Duet. Latency won't be an issue this way, plus, if you have a Part that sticks out too much, you can use the Song Mixer to rebalance the sounds (many of us tend to make the lead sounds a bit too loud) before you record to audio...

Brian,
You can run the Roland in the midi LOOP and turn off your local control. This way the keys you press, or the notes in an arrangement are sent to the PC. Set up the midi prefs on the PC to use the Roland as a sound source, and not the internal sounds.
If this sounds too complicated - do all your sequencing on the platform you like best - then load the sequence into the Roland KB and tweak to make it right. You can always just run the kb straight into the PC, like someone mentioned before. As long as your sequencing is done .. the sound will be 100% Roland.