You'll need to get a Digital Audio Workstation (DAW.) If you have an Apple, you already have Garargeband on your computer as part of the iLife suite. The most popular DAW for Windows is FL Studio, often referred to by its old name "Fruity Loops." A demo version is available from their site. Linux users will want to look at Traverso or Ardour.
These programs work by playing sound samples of instruments loaded into channels at times and pitches specified by the tracker. This tracker acts like a music score, letting you write notes and effects into channels for playback. Sections of this score are called patterns: you can arrange the playback of these patterns to make a song.
DAWs can also receive information from MIDI devices. MIDI control boards and electronic instruments like synthesizers and drums can interface with the computer using an adapter, letting you play these instruments to record notes for the song. Some high-end sound cards include MIDI ports, or you can buy a MIDI to USB adapter for around $30.
In this video, you can see how to use MIDI with FL Studio:
He selects the channel with the bass synth to record from his piano. When he's done, the program translates this into notes which it puts into the tracker.
Posted 3370 day ago