MIDI cables are usually fairly easy to find, any music shop shoulod be able to point you in the right direction - I've even made my own.
What you will need however is a MIDI interface for your PC.
If you intend to expand on your MIDI equipment at a later date it might be worth getting an interface that has say 2 in's and 2 or more outs.
You can get special leads that connect to the MIDI/Joystick ports on soundcards on PC's but to be honest there usually nothing but trouble.
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