I am currently looking for software that has the ability to record the Kaossilator Pro+ (nothing fancy, just something that is affordable and can get the job done).
The entry version of Sonar is pretty good for PC/Windows and you can upgrade to other versions later if needed. Reaper is also inexpensive. Download the full unrestricted version and try for free.
The audio interface is used to get the audio from the KPro into the computer. You would connect the audio out from the KPro to the inputs of the audio interface. Connect the audio interface to the computer with USB and record it using your DAW (Digital Audio Workstation) software.
There are less expensive ones than the Focusrite and ones that are much more expensive. It all depends on your needs.
if your pc has a mic/line-in socket you don't need a audio interface just yet.
all you need is a RCA to 3.5mm stereo jack cable and some free recording software like Audacity.. or even the sound recorder that comes with windows. Don't expect the best recording quality with internal sound-card but its a start that won't cost you more than the price of the cable.
plug the RCA end of cable on outputs from KPro, and 3.5mm (headphone jack) into the mic/line-in on your pc. make sure you go to your sound setting to drop the level on the input first cos it might be sensitive.