make sure the first thing you create is a 14:2 mixer, everything should be connected to that and that mixer will connect to reason's audio out output thing (that thing at the top with all the other inputs)
unless you have a good interface with many outputs or you want to rewire it to pro tools, cubase, etc... and want to control effects on each sound from reason then you should only connect a mixer to the 1 & 2 channels of the "audio out" thing
so say you have a redrum, nnxt, & a subtractor, you would plug those into seperate channels of the 14:2 mixer and have the output of that mixer going into the 1 & 2 of the audio out
(hit tab to figure out where the cables are connected)