Hi Casaet
To understand the basics of Midi, there is an excellent article here http://www.tweakheadz.com/how_to_get_started_with_midi.html

To assist in choosing a suitable audio card/interface for your computer, have a look at this article here http://www.tweakheadz.com/audio_interfaces_1.htm

If you wish to load your virtual instruments/samples directly onto your keyboard, then you will need one that has the computer built in, and currently only 3 are available that I am aware of.

1. Open Labs Neko
2. Lionstracs Groove/Media station
3. Wersi OAS instruments (OAS 3 -7)

All options have their Pros and Cons, so you will need to find which suits you best.

Hope this helps

Bill