You plugged the MIDI cable backwards. To play the Nord from the CP4's keyboard, you need to plug the CP4's OUT to the Nord's IN.

To hear the Nord audio output, you have two options.

Option 1: You can feed the Nord directly to your sound system. Then you can turn down the CP4, turn up the Nord, and (usually, by default) anything you play on the CP4 will play on the Nord. I suggest you try this first, since it's easy and you have full control on everything.

Option 2: You can get an adaptor cable and plug its outputs into the CP4's "audio input" jack. If you run stereo, you'll want a 1/8" TRS to dual 1/4" TS plug cable, like this one:

http://www.zzounds.com/item--HOSHMPY?siid=134231

Option 2 is what I do with my Electro2 and CP4 for gigs, so that I can send the CP4's output to my monitors and to the house sound and it includes both keyboards. I control each keyboard's volume using its volume knob, and it works great and is a simple setup.

In either case, make sure you can hear each instrument when you play on it, and can control the volumes using each instrument's volume controls. Keep in mind that the MIDI cables only send control information, and not audio. The audio path is completely separate.

For the MIDI, I'm rusty on my CP4, but I'll try to get you started with the most basic steps.

You may need to set the Nord's MIDI input channel to match whatever the CP4 sends. I don't remember the CP4's default, and it may change based on what patch you're using. I suggest starting with the CP4's default grand piano patch, which I *believe* sends on MIDI channel 1 by default. On the Nord, push the function button that selects MIDI channel, and while playing on the CP4 keyboard, change the channel number until you hear it playing the Nord.

That's the basic starter setup. The next step is to set up CP4 patches that do what you want. BadMister is famous for doing a great job of describing how to do things like that; hopefully he'll see this soon. Here's the approach I'd take, though I can't walk you through the process in detail at the moment.

First, I'd change the Nord's MIDI channel to something DIFFERENT than what works by default. For example, I'd set it to 4. That way, all the existing CP4 patches will play without playing the Nord, which is what I'd want. Then I'd set up some patches like the following:

* One patch that plays nothing on the CP4 but sends to MIDI channel 4, without sending any program changes. This is useful to play whatever patch is already set up on the Nord.

* Several patches that play nothing on the CP4 but
(a) send a patch number to the Nord and
(b) send to MIDI channel 4

These are useful to play particular patches on the Nord from the CP4's keyboard. For example, the Nord's pianos are much nicer to play from the CP4's keyboard! (My Electro 2's acoustic pianos are awful, though, so I'd always rather play the CP4's pianos, and I never do this. It's nice for playing the Nord's Rhodes, though.)

Once you've figured out how to do that, the next step is to learn to do the same but for splits; that is, sending the upper or lower to the Nord.