connecting the keyboard to computer

by Bouy Singh
(India)

I recently bought a Yamaha PSR-403E and would like to connect it to my computer, and I installed an interactive piano course software in my computer, now the program requires the synth to be connected and when i press the key of the synth there is no sound prodcution. so can u help me in connecting the synth to the computer so that i can start my lessons.

Thanks.