You want to record ... what?
I mean, if you have a midi keyboard with, like, piano sounds, and string sounds, and bass sounds, and synth sounds, and you're trying to record those sounds, then a MIDI to USB converter won't do shit for you. That's not how it works.
If you're trying to record those sounds your keyboard makes, you want to use the, like, the headphone jack on the keyboard and plug it into your audio in on your computer. It's a little low tech, and the quality might be iffy, but it should still work okay.
But, like, the USB to MIDI thing won't actually record those sounds. It'll just record the data, or in other words, it'll record when a key is being pressed, and for how long. And then your COMPUTER will interpret that with ITS midi, like the MIDI that you use to play back midi files on your computer. It's not the same midi set as the one on your keyboard...