Help me! Capture and save microkorg xl sounds

[BT4]

Hi!

I just bought a microkorg XL but I've been having problems with capturing the sounds to the microkorg Xl sound editor.

I'm using a USB cable to connect the microkorg Xl to the software but I cant record the sound to the software.

Also, how can I listen to what I've just recorded and how can I export it as a mp3 or wav file?

I must admit that I'm pretty new to the MIDI technology and that the whole software is kind of complicated (at least for me!) Is there any other software that we can connect the microkorg to and that is easier to use?

Sorry for all the questions!

Thanks in advance!