Exactly that!
My keyboard is hooked up (with a simple midi cable) to my soundcard. Everything I play goes INTO my computer. The "what sound" I get out, is a matter of the computer, since I muts the actual keyboard.
MIDI is a protocoll for communication between digital instruments. It transfers VERY simple digital information (pitch, duration, start, finish, velocity (how strong you hit the keys), volume, pitch bend and another 118 or something information...) from one digital machine to another. In this case the keyboard to the computer. These digital information do NOT contain and SOUND information. It's just digits.
The keyboard (the Yamaha in your case) does have some sounds saved in itself, but they should be inferior than the pro samples in the computer, I'd imagine.
Anyways, since the signal goes into the computer, you can then load up WHATEVER you want. A piano if you wish, a violin, a thunder, some porn cries, wolves crying, a baby crying, whatever. When you hit the keys, since you have loaded the sounds, and with the right software, you will listen to THAT sounds coming from your computer.
In order to do that you need:
A. a keyboard (you already have that)
B. A computer (you already have that)
C. A midi cable
D. A soundcard with midi input/output
E. Some sounds (you can get free ones from various sites. Check
KVR: Virtual Instruments, Virtual Effects, VST Plugins, Audio Units (AU), DirectX (DX), Universal Binary Compatibility - Audio Plugin News, Reviews and Community for free stuff)
F. A "platform" in which to load your sounds. If you plug your keyboard on windows, or word, it won't play, naturally. You can have notation programs, or sequencrers or anything in between. Free sequencers (no score, or scores in bad shape) are "reaper" and "audacity" (google them). Non free are Cubase, Nuendo, Sonar, Logic, Pro Tools and a few others.
Hope it helps
