the best way to record WAV files directly from your keyboard to your computer is via the line in on your sound card. You can find detailed instructions how to do this at http://pages.prodigy.net/watersj/Yamaha2K/index.html . If you want to record midi files, you'll need an adapter cable that connects through your joystick connector and midi cables. The adapter is available at most music stores.
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!

K+E=W (Knowledge Plus Experience = Wisdom.)