Sunster,
Without a line-in, there is no way to directly record pure audio sounds. The USB is more than adequate for recording midis, but to get the same sound you're hearing from the keyboard's speakers, you'll need a sound card with a line-in.
Gary
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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.)