From what I think you are saying, you are trying to record from the keyboard to the computer via the USB connection? If so then you need to record from the output sockets to the Soundcard input socket. It will record as a wave file, but you can then turn that into a MP3.
As for the sound of the computer coming out of the keyboard speakers, that is normal. You can turn it off via the control panel in Windows. Go to Sounds and Audio Devices, click the Audio Tab and in the Default Device you can choose your sound card or the Panasonic Device.
Hope this helps.
Slinger