Connect a MIDI cable to your MIDI keyboard. You will find two or three MIDI ports on the back of your keyboard. Use the port that reads "MIDI Out." If your music keyboard does not contain MIDI ports, you cannot use it to transmit MIDI data.
Connect the other end of your MIDI cable to your MIDI sound module, using the port that reads "MIDI In." Your sound module functions as a classic MIDI receiver, able to produce sound and emulate various instruments and synthesizers. You can also connect your keyboard to a MIDI multi-track recorder or hardware sequencer (as opposed to a sound module).
Turn on your keyboard and your sound module. When you play keys on the keyboard, you should hear sound produced by the sound module, based on the notes that you press. If you do not hear sound, look for a "MIDI Channel" menu (or knob) on both devices, and set each one to the same MIDI channel. Also check your volume.
Connect a MIDI USB interface to your computer. Your computer can function as a sound module as well, but since standard PCs do not contain MIDI ports, you must connect a MIDI interface to your USB port. You can find one of these connectors at your local music supply store.
Connect a MIDI cable to your keyboard (via "MIDI Out") and to your MIDI USB interface (via "MIDI In"). You can now transmit notes from your keyboard directly to your PC.
Open a program with digital recording and MIDI capabilities. Most digital music recording programs will work, including Pro Tools, Cubase, FL Studio, Reason, GarageBand and Logic.
Create a MIDI track (a horizontal recording space for MIDI notes). This will enable you to receive MIDI using your software. The "New MIDI Track" (or "New Software Track," in some programs) option should appear on your menu bar.
Turn on your MIDI keyboard and begin playing notes. You should hear the sounds playing on your computer. If not, open the "Preferences" or "Options" on your software, and confirm that you have MIDI enabled.