Select your MIDI interface. You have two main parameters to decide on, the connection type, and the number of interface ports. Basic MIDI interfaces are available with a single set of interface ports for connecting a single instrument. If you have more MIDI-capable devices, you may want to opt for a larger interface. As for connection type, the choice is really only between USB and FireWire. FireWire is faster, but does not appear on all computers, so you may need to compromise and use USB.
Power on your computer and install the drivers supplied with your interface. Insert the CD or download the installer from the manufacturer's website, and hen run the installer utility to copy the software to your computer.
Shut down your computer and power it off. Connect the USB or FireWire cable to the computer, and the opposite end to the data port on the interface.
Connect the MIDI cables to the "In" and "Out" ports on the interface, and run them to the corresponding ports on the back of your MIDI instruments. Remember, "Out" should be connected to "In" and vice-versa.