Plug the M-audio end of the cable into the "M-Audio Out" port on the back of the keyboard. This connection port is circular, but there are smaller connection ports on the cable.
Insert the USB end of the cable into one of the USB ports on the computer. Power on the keyboard once connected to the computer.
Insert the driver installation CD provided with the keyboard. The computer needs the driver in order to understand the keyboard's functions.
Click "Next" on the welcome page to the installation wizard, accept the license agreement, then click "Next" for both the installation name and location. Choose "Install" on the final page of the installation wizard and the driver installs onto the computer. Once complete, you are all set to begin using your MIDI keyboard.