You can record both the keyboard and your vocals through the built in recorder on the 910, and save it as a wave file. I, like Donny, use MIXCRAFT to edit, balance, and save the wave file as an MP3.

There are many other programs you can use to record/edit/convert audio files including the popular free Audacity Like Ian said, the 910 does a nice job on it's own if you have everything set up properly on the keyboard before recording.