Dionysus,
The idea with VSTs is that you use your computer (connected to your keyboard) as a virtual studio rack, in which you can incorporate a number of modules.
Those modules are pieces of software designed to behave, sound and "feel" like synths, effects, whatever you can think.
You "link" those modules together virtually, (just as you could have done in the real world) and then proceed to play or compose to your heart's content.
They have major advantages, like the sound is beyond anything you can find in a hardware synth, they cannot break, they take NO space, and you can configure them with a much better interface, rather than some limited knobs and switches. Many antique synths of the early days, come now as a virtyal instrument you can buy for a fraction of the price, and simply download and use.
The disadvantage is that you can't just buy it, tear the carton, plug it in and play, there is a learning curve involved especialy in the beginning when you set up the rack, connect the instruments. It is nothing a manual or a search on the net can't solve, but it is not a walk in the park either.
Since you want primarily synth sounds, you better take a good look on vst's
There are also virtual intruments called DXis, they are the same thing, just conform to a different standard. A rack such as Forte can incorporate both.
Module:
http://www.steinberg.net/199_1.html Hypersonic 2: Hear the demos and have in mind the real quality is 10 times better than those compressed samples. It seems it is a "legacy" product now so it may be cheaper to get.
Rack:
Forte:
http://www.brainspawn.com/products/forte/ Does what you want, and a lot more.
There are also a lot of freeware softsynths for you to experiment, take a look at
www.kvraudio.com and look for vst's
If you want something, just ask, I may can be of help