Yamaha DTXpress/DTXplorer/DTXtreme

This is actually about DTXV2 and also posted to Yamaha_DTX group. I 
don't know if it applies to DTXPress as well, just trying my luck.

I have a problem when connecting my computer to DTXV2, here it is: 
The goal is to use the sequencer on my computer to send MIDI data to 
DTX, and record at the same time (as wav file) in my computer. My 
computer's MIDI OUT is connected to DTX's MIDI IN; and DTX's main L+R 
output is connected to computer's LINE IN. While this setup works 
fine to record successfully, I also hear (and record) an annoying 
click for each and every MIDI message sent. If I connect DTX's L+R to 
my stereo instead, I don't hear those clicks. If I reroute my 
stereo's LINE OUT to computer's LINE IN, clicks again.

Strangely, if I also connect DTX's MIDI OUT to computer's MIDI IN the 
clicks seem to dissapear, but this time I get a lot of background 
noise.

Whatever the setup is, DTX headphone output is always crystal clear.

My sound card is Sound Blaster Audigy, and I'm using a joystick to 
MIDI converter cable.

Does anybody have a similar problem? Is there a solution?

Note that if I record (as wav file) any of the DTX internal songs, 
there is no click at all!

Thanks,
Okan