free eh? I don't know if finale notepad can handle keyboards...
well you bought a $1,500 keyboard, I would highly suggest buying Fruity Studio's (which I KNOW for a fact that can handle keyboards), for around $750 (with everything + savings).
I'm sure Reason, Cubase, and many other programs can handle keyboards. And I also believe your keyboard might have come with a CD that has its Driver built into it, so the computer and the keyboard can talk to each other ^^.