1. Download the .pat file from the support section on the website.
2. Acquire a USB to midi set of cables unless you have a USB connector from the keyboard to the computer.
3. Select your keyboard as the midi device in Control Panel, and in Opts Prefs Midi.
4. Select the + sign where you would assign midi instruments to a track. Load the .pat file as per the instructions in the support section.
4. Test changing patches, you should be able to play thru the program or have the program use the sounds in your keyboard.

I personally don't see why you'd need to use the Thru function. I normally just use a small mixer and output my keyboard to the mixer, the audio from the computer to the mixer and plug in the mic. If you have better sounds in the keyboard then you could use the midi out function and the line out from your keyboard would blend what you play with what band in a box is outputting.

John Conley
Musica est vita