1. You will need to create 3 tracks: a MIDI track to take input from a keyboard, a stereo Aux track to house your instument, and a stereo Audio track to record its output. You will need to be in the Mix Window (Windows > Show Mix) to do this.

2. The Aux track: Make sure that the fader is up on the track. Click on an insert tab (the up/down arrow buttons in the DARK gray section on the top of the channel strip) to show your available plugins. Virtual instruments and soft synths will be in the "Instrument" submenu. Select which one you would like to use.

3. The MIDI track: Set the input of the MIDI track to whatever keyboard or controller you are using (or set to "ALL" if you are unsure). Record-enable the track (press the "R" button so it flashes) to make sure you are getting signal. Set the output to the Instrument/synth you have selected on your Aux track. You should now be able to play your keyboard and hear you instrument.

NOTE: At this point, when you record, you will only be recording MIDI data. You will need to follow the next step to record an audio file.

4. The Audio track: You will only use an audio track to record the output of your instrument. To do this, set the output of your Aux track to a stereo bus (i.e., Bus 1-2 (Stereo)). Set the input of your Audio track to this same bus. Record-enable your Audio track. When you play your keyboard, audio should be patched through the instrument directly into the Audio track; in other words, levels should appear on your Audio track. From here, you can record as normal.

If any problems come up, or you need additional clarification, consult your Pro Tools Reference Guide. Chapter 8 deals with tracks, inputs, outputs, sends, etc. Chapters 11, 12, and 13 deal with recording. Chapter 27 covers inserts and plugins.