Yamaha DTXpress/DTXplorer/DTXtreme

Hi everyone :)
I would like to ask a question to you experts.. sorry if someone 
already asked it.
I have a DTXpress 2 connected to PC by midi cable and I want to play 
with some new sounds also created by me (I mean, wav files or 
something like it).. what's the best way? Should I install something 
like Cubase/Sonar or there are easier programs to do this?
If I wasn't enough clear: I play DTX, my pc samples and I hear drum 
sounds from pc speakers..

thanks :)