Connecting MIDI to PC.

I have a Yamaha DGX-200 MIDI keyboard and want to save my tunes to the pc. I thought just buying the output/input to USB lead would be sufficient, but now I find I also need a MIDI sequencer (I think).

I currently have Cubase Sequel 2 on trial, but apparently it doesn't and won't support MIDI on the trial basis. I also loaded a few freebies but they make my music sound like something at a cheap fairground ride.

I've spent a week fruitlessly researching this project on the net (took me 3 days before I discovered the OUT MIDI 5 pin goes into the IN on the keyboard and vice-versa) and found conflicting views. Some have said that as long as the cable is attached the pc will store it. But where? I can't find it! Others say I have to convert the MIDI to WAV or MP3. How?

My keyboard saves what I play. All I want to do is hear it on the computer and play around with it.

Look. I'm 58, rapidly being left behind technologically and my kids think I've become a grumpy old man.

Will buying a Cubase 5 solve the problem?

Can anyone help please?

Grey