If you want to record the aux-signals from your x5dr on your computer, you have to use line in on the soundcard. This terminal is probably a mini-stereo-jack, and the output on the module is probably double 1/4" jack. You need an Y-cable to get the stereo sounds. This cable turns the double output from the x5dr into one single plug; the stereo-jack.
If you want to make a midisong a wav, you could simply connect the cable I mentioned above and run the sequenser and the wav-recorder simultaneously.
yogi