You don't need the USB, you can just hook up a regular Midi cable. As far as presets, you shouldn't need anything so complicated except when you're making settings for sustain pedals, etc. But in order to just start playing, I think all you need to do is hook up a midi cable into your midi device and start playing.
gotcha. another alternative to a computer would be a midi sound module. You just hook up the keyboard to the module with a midi cable. But a computer will work fine, and there a lot of free and commercial midi libraries to choose from. Enjoy!