I don't know the apsr-41 (which brand is that?) but you have two options if there's a midi-out on your keyboard.
From your question I presume you never did a recording to your computer, so I'll start
with a summary what you need at the minimum:
audio line out keyboard -> audio line in soundcard in your computer.
A proper cable which can make the connection is basicly all you need.
(most likely 2 x jack -> 1 stereo minjack)
Connect the keyboard to your soundcard as written above.
Start the wave software of your soundcard
and enable the line in.
Hit record in your wave software and hit some keys on your keyboard, to get the proper settings in your wave software.
(Adjust record volume settings just below the red level of the meters to avoid clipping.)
Play a small piece
When finished, stop record in your wave software and probably you will be asked to name the file and where to store the file by your wave software.
You just created a stereo/mono *.wav file.
Just in case you don't have any software for recording, do a search on google with the keywords "wave software" there are ton's of freeware software for this.
Same counts for mp3. To convert a *.wav file to mp3 you can also use cd burnig software, as there's usually a tool to convert *.wav to mp3.
You can also use the windows media player, but then you will end up with a *.wma file.
Since it is your first time doing this I kept it very basic....
Once you figured out to do above, then maybe think about midi, as that is way more complicated.
if you never worked with midi before and I would need to know the keyboards capabilities..
Forget converting midi to mp3 by the way, as there no audio info in midi, just instructions for a midi sounddevice to play what.
There is software claiming this conversion which triggers mono sounds out of the midi instructions, but even the then created mono sounds suck big time.
Keyboards/Sound Units: Kurzweil 2600S, Roland VR-760, Acces Virus C, Roland G-800, Akai AX60, Minimoog, Machine Drum, Roland R8-M, mediastation x-76