Thread I really dont know what I'm doing

I am new and I mean " real" new to all this recording and playing music on a computer . And not being a youngster it doesnt come as natural for me .

Last week I bought a Behringer usb guitar and set that up and it works fine
This week I bought an E-MU Xboard 61 keyboard and then the fun started

It came with with a bunch of software which I started tp load onto my laptop running XP
I am not really sure what half the software is for or which is a "MUST" instal and which is an optional instal ( like adobe reader, I already have that on my laptop)

First I put on the drivers for the Xboard as I figured I must have that
I guess I will need cubase for recording but for now I would be happy to hear a sound from it so missed that one out and went straight to the Proteus X instal

It seemed to go in ok but when I went to options / prefs / and clicked on the audio tab I should be able to select emu asio but only had a choice of direct sound or Behringer ( this was what my usb guitar uses) . Emu Asio was not an available choice .
I dont know , perhaps I have to have cubase running before I run Proteus , I am not really sure yet what each of the pieces of software does

So what have I done wrong ? how do I make emu asio appear in the choices . Please dont flame me for being thick its all very new to me

Oh, one last thing . In proteus I couldnt see any sound patches in the folders , down the left of the window, should they be there or do I have to load them , and if I mouse click on the keyboard on the proteus screen should the keys be animated and appear to move as they do on some softwares I have seen before , as when I mouse click mine they dont move at all

You have probably realised all ready, I really dont know much do I ? dont give up on me I do want to learn but I am not a youngster so its not all making sense right now . I will get there with your help , I am sure I will

Regards
Don