There are several varieties of Universal Midi Connectors available, but all do the same job. If you were lucky you may have receive one with your sound card. If not, the best place to start looking for one is at a MIDI keyboard and equipment retail store.
Carefully examine the Two 5 pin MIDI connectors. On the rubber or plastic body, look for markings to determine which one is the "IN" connector. With this simple setup, we will not be using the MIDI "OUT" connector at all. Mark the "IN" plug with some white tape, or a dab of nail polish.
The final step is connecting the keyboard. You will need one standard MIDI cable about 8 to 10 feet long. One end of the cable must have a 5 pin "male" connector and the other end could be male or female, depending on which MIDI Adapter you have. Small male to female adapters are available to help you complete this connection.
Your midi keyboard should have three 5 pin midi jacks, marked "IN", "OUT" and "THRU". This is the most important connection-- Connect a midi cable from "OUT" on your keyboard, to "IN' on the MIDI Adapter cable.
The configuration we have utilized is that of using the keyboard as an input device only.
Now all you need is some software like Cakewalk or Aduition, and you have to change the input type. When you are at the panel where you select "INPUT" and "OUTPUT" devices; You must select an "INPUT" device that looks like "MIDI IN " (Available choices will be listed).
Next you must select an "OUTPUT" device. Do NOT select "MIDI OUT" as we have not set up for that configuration. Look for "Midi Mapper", "Creative MIDI Mapper" or a similar output device, click on the selection then "Okay" to save it.
Now, In your Sequencer software, select File|Open and navigate to where you have a midi file saved. Click on the file to load it. Now click on the "Play" button. If you have chosen a valid output device, the midi should play through your Stereo or system speakers. If you are using an external Stereo amplifier, make sure you have the selector set at "AUX". If there is no sound, experiment with a different output device if more than one is listed for selection. One of them has to work.
I hope that helps.