Getting my music from my Yamaha PSR 1500 onto a Mac or IBM computer

I have tried just about everything to get my MIDI files onto my computers so that I can further integrate them into my projects.
I have tried saving them to disc and transferring them to my Mac and IBM computers, but the quality was hideously low due, despite a sound card that cost 300 Euros. The tones are NOT equivalent to those I play on the Yamaha PSR 1500. They sound like I played it on a 20 dollar keyboard from a kiddie shop.
I have tried transferring MIDI directly from USB to my PCs - to no avail. Cubase receives something, but it has no sound. I then tried using a direct MIDI connection (my soundcard has an external port) - to no avail. Same result.
I can't seem to transfer my MIDI files without compromising quality. Only audio works.
I want to be able to record my MIDI files directly into my PC in 16 tracks, the way I record it on my PSR 1500, so that I can further work on them on Cubase or Garage Band on my Mac. But it seems that I am missing out on something I thought would be so simple.

Note: my IBM PC has Windows Vista.

Please help me!