Yamaha DTXpress/DTXplorer/DTXtreme

I am new to this machine and would be grateful if someone could take 
the time to answer a very basic question. I am trying to connect to 
my PC so that I can play thr drums through the PC speakers and also 
play songs through the DTxpress 2 and headphones. I could not obtain 
a to-host wire and was advised at Maplins to use MIDI In/Out at the 
back of the drums going to the games port (Yellow) on either sound 
card or Motherboard. I am using XP. I have no clue how to achieve 
these simple goals to get me going.