You need a digital audio workstation to create music on your personal computer. These programs are relatively inexpensive for their broad scope of use and can be found at online for even cheaper than they are in stores. I use Propellerhead Reason for making beats. So does Mark V of HipHopMakers.com. His Reason tutorial, framed to the right, helped me learn the program rather quickly.
Programs like Reason have built in databases with almost unlimited sounds and samples that can only be accessed with MIDI hardware. MIDI stands for Musical Instrument Digital Interface. My MIDI keyboard is a MPK49. Electronic producer Captions Abroad discuses his use of the MPK61 at the bottom of this page.