The cable you will need is available at Radio Shack. It has an 1/8-inch, male, stereo connector at one end that splits to a pair of male RCA plugs. They can be plugged directly into the keyboard's line-out RCA connections. However, if you wish to use the keyboard's master volume control you will have to purchase a pair of female RCA to 1/4-inch, mono, male plugs. (They come in packs of two) Then you can plug the cables directly into the keyboard's standard output.
As for the hookup to the Z-5500, plug the 1/8-inch, male, stereo plug into the side of the remote receiver where you see the musical notation symbol.
On the back of the receiver you will see a small switch. Set that switch to 6-CH Direct.
Plug everything in, turn on the main power switch and set the Effect to Pro-Logic II Music.
Set the satellite and center speaker volumes to maximum. Set the sub woofer volume to approximately 25 percent of maximum.
Set the master volume to a comfortable with the keyboard's master volume set at the 1:00 O'Clock position.
Boost volume levels can be obtained by continuing to turn up the receiver's master volume control until you see the word Boost appear on the screen. I do not recommend performing much above Boost 6, and full maximum boost levels can blow the satellite speakers with high keyboard volumes.
Good Luck,
Gary
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Travlin' Easy