I just started recording with a friend's old copy of Cakewalk Pro 9, but I have heard good things about Cool Edit Pro 2.0. Any comments? Which one is the best, or rather which one will be the easiest for a beginner to use well?

Hi! I have a question I can't find answers to (so far) on the net...
I just found out I can edit waveforms and manipulate parameters on my VS-890 with my PC using Cakewalk via midi... do I need to download anything for this?
Can ya help me out?