How to hook up digitial keyboard to computer?

I have a Yamaha DGX-205 "Portable Grand" that I bought merely as a practice keyboard. Well, I have since decided I want to make MP3's of my music and I thought to myself, "this keyboard has a USB port- it can't be that hard to get tracks recorded onto my computer." Then, I realized I... show more I have a Yamaha DGX-205 "Portable Grand" that I bought merely as a practice keyboard. Well, I have since decided I want to make MP3's of my music and I thought to myself, "this keyboard has a USB port- it can't be that hard to get tracks recorded onto my computer." Then, I realized I was an idiot for thinking that. This keyboard is in no way designed for this type of use. The USB port’s only use seems to be to support Yamaha’s lame **** “Digital Music Notebook” software, which is of absolutely no use to someone who actually knows how to play the instrument, and furthermore has nothing to do with recording tracks.

Now that I’m done ranting, my question. How can I record keyboard tracks directly into a free program such as Audacity. Preferably Audacity, since I already have it. Or, if I have to, is there a program I could use to record tracks and then edit them in another program? Again, preferably all free but I’m open. The keyboard has a USB port and a headphone/"output" jack. I realize this is the lamest set up ever but what do I do? What do I need to buy? Interface cables of some sort? A sequencer or some such bull scheit? With the ridiculousness I have run into on Yamaha’s website today, I am terrified the included drivers for the keyboard won’t even support what you’re about to suggest but lay it on me. Oh, and thanks in advance. And also, suck it Yamaha.

P.S. I run Windows XP on my hunk of junk Dell laptop, if that helps. And a big "suck it" to Dell too... but to be fair, I already hated them anyway.
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