Here are the basic steps to use both ProTools and an analog mixer to create a mix. I use a Mackie 1640i for the EQ and the analog circuitry, I am very pleased with the results.
You'll need to look at how many channels (stereo pairs) you have on your board, how many instruments you have in your mix. There were several mics on the piano, percussion, guitar and drum set, so they all got their own stereo pair. Vocals and sax were combined. I usually combine ambiance mics.
After you have determined channel assignments, go to the the I/O settings of Pro Tools and name your busses. It makes setup and tracking signal flow much easier. I usually start with the busses below the ones that are already mapped to outputs.
Next, send the output of tracks to busses you just created. 
Next, I created stereo aux tracks and put them all together at one end of the mix window. Then I set the input as the busses I created. The output is set to where I want the tracks to go through the Mackie. Drums go to output 3/4, etc.
I labeled the mixer as well. Each stereo pair is panned out.
If
your mixer is a A/D converter as
well, there's a button on each channel that selects between sending signal TO ProTools and receiving signal FROM ProTools. On the Mackie it's at the top of each channel. The FireWire button needs to be down to receive audio from ProTools. (If you were recording, each channel with a mic sending signal TO ProTools would have the FireWire button in the up position.)
Now you need to hear your mix. I would recommend using a sub-mix. This allows you to easily listen to either the board mix or the return from ProTools by selecting different monitor outputs on the board. (We will get to setting up the return from ProTools in just a bit.) For now, select the sub-mix in the monitor section of your board.
It's time to mix! You can use both plug-ins, EQ on the board or any outboard audio gear as inserts. After you have adjusted your mix, you'll need to get it back to ProTools in order to record your mix (unless you're going to an analog tape machine, but that's another chapter...)
On the Mackie, I've selected a button which tells the Mackie that Subs 1 through 4 are to return to Pro Tools via FireWire 5 through 8. (There is also an "assign main mix to firewire 15/16, but I was never happy with the levels back to PT with this option.)
Set up a stereo AUDIO track with the input as 5/6 and output as 1/2. Record enable this track. You can now listen to either the sub-mix being sent to Pro Tools or what ProTools will record by switching between sub-mix or main mix on the monitor section of the board.
If you will be automating levels within ProTools, leave the faders on
the Mackie at zero. If you start and stop your recording, just make
sure you consolidate your final mix on this channel. You can now
bounce this track as your mix. For tracks that are not interleaved, and I don't want to bounce for some reason, I use DSP-Quattro to combine the .L and .R tracks, though you can use other DAWs as well.
