Bill,
You can do the entire job on your keyboard, and it's really easy. Just press and hold down the record button, then select the midi channel you wish to record. Then select the specific instrument or drum set you wish to use. There's really not much to it at all, but if you need detailed instructions you'll find them at
www.psrtutorial.com then click on the Lessons tab.
Gary
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Travlin' Easy
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PSR-S950, TC Helicon Harmony-M, Digitech VR, Samson Q7, Sennheiser E855, Custom Console, and lots of other silly stuff!
K+E=W (Knowledge Plus Experience = Wisdom.)