Yesterday, I found the correct wires to connect my keyboard to my pc (that without using the mic-in jack).
So I plugged in my wire in my roland e-50 and connected it to my pc. Not a second later, I went recording my improvisation. I'm really having fun with it.
Everybody can do it on their own level of skills. I also found a link to an artical that might help you with it.

Have fun and don't hesitate to upload your improvisations