hey claudiu
no offense, but you should try harder to figure out the mechanism by your self in order to achieve a (good) result working with the keyboard and computer.
please check the
www.tweakheadz.com site for instance, a very detailed guide for using midi and audio.
they are all different principles.
to record from any audio source (keyboard's line out, cd players, mic, etc) into the computer, you don t need a midi cable, but a simple two stereo jack cable.

try it...