The first question is why you want to connect these up. If you just want to create sheet music, it may be easier to just use
lilypond. You don't need a keyboard for this and it does a very nice job. And it's free. It comes with
cygwin which is also free.
If you really want to do music sequencing, you might want to check out the free stuff first.
This page has some options.
As for hardware, I don't think you need to get very expensive for the sound card. AFAICT, when you pay more for a sound card you're paying for better dac, adc, and amplifier chips, not better midi.
You will also need a db25 to midi converter cable. Generally easier to find at a large music store than computer store.