[albee1952]

Solution for #1 depends on how you are monitoring your synth. If you have it assigned to an audio track, set input monitoring to input only(I think under the Options menu or Alt-K). You could also input your synth to a stereo aux input where it would be heard all the time but not record(you can also do both and just mute what you don't need). Meanwhile, read up or watch some of the great tutorial videos on basic recording.

#2 is best dealt with by running a cable from the computer sound card out, into the AUX inputs on the 003 and hit the Aux to Mon button to listen to all non-protools sounds.