Insert the MIDI cable into the "MIDI Out" jack on the keyboard and wiggle the cable using your fingers; it should sit securely in the jack.
Insert the USB side of the cable into the "USB IN" jack on the Zoom recorder. Test-wiggle the cable with your fingers as you did earlier. Plug in the MIDI interface board and the Zoom MRS into an electrical device. Turn on both devices.
Press the "Record" mode button on the left side of the Zoom recorder. Tap the "MIDI" button on the left side of the device. The LCD display on the Zoom reads "MIDI" when the interface has been installed and connected to the recorder.