I'm not nic-pick'n or anything like that, but you said,

I have an M-Audio midi interface that is like a keyboard

So I'm thinking you have one of the M-Audio Midiman interfaces until I read on.

I know I can hook it up to my drum machine and then use my drums machine from the midi controller

Then after that statement, it was confirmed to me that you are working with a usb midi controller. There's tons of softsynth programs out now, it all depends on what level of expertise you'd like to take it to. Either you can visit your local comp-usa or bestbuy, or you can check out your local pro-audio dealer and find a more suited array of software that'll fit your needs. If you're new to midi, I'd start with some fundamental starter programs like Magix Music Studio V2k for about $10, then advance to something like Cubase SE, which will hit ya for around $100. These are host programs & I don't think Magix will host any DXi or VST instruments, but I may be wrong. But once you're in the mix with everything, you'll feel the need to upgrade and take it to another level. Now like you said, if your intent is to "goof around" with the software, I'd stick to spending that $10. Also here's a site w/ some freeware to check out, Blue Ball. It's just not worth it to throw away that hard earned money nowadays.

ok, it is USB, but it also has the midi outs. It's a midiman (M-Audio) Radium 49.

Thanks for the tips so far. I am actually looking a little on the free side of software right now jsut to get a feel for it and see what I need and do not. Then I will go out and buy some nice software. I am spending the cash flow to build my room and finish purchasing my recording gear. Thats the reason I am looking for cheap stuff.