Can't play audio connected instruments when session is playing

I have a keyboard hooked up to my 003 using audio not midi. Whenever the session is playing, I can't use the keyboard. No sound will come out unless the session stops playing. The only way I can use the keyboard while the session is playing is if I press record on the keyboard track and the DAW. I want to be able to use the keyboard for practice when a session is playing without having to press record on the DAW.

[Darryl Ramm]

You need to understand the different track input monitoring modes Pro Tools provides. All described in the Pro Tools Reference Guide for your version. But the start of understanding this is to know to look there and online for "input monitoring".

This is more flexible in Pro Tools HD or recent Pro Tools 12 which have per-track input monitoring. We cannot guess what version of Pro Tools you have. If you really have old Pro Tools 8LE you need to play with toggling to input only mode and play around with that.