Open your web browser, and visit the Yamaha website (see Resources).
Go through the software program that's applicable to your system. E.g., if you are using a Windows 7 32-bit system, click on the "um310x96.zip" icon within the window.
Wait for software to download for your computer, after which double-click on the installer with your system's desktop.
Click the "To be sure" option through the software agreement, after which it click "Next" from the menu.
Click on the "Install" option, and wait for software to setup. This would take about 10 seconds to try and do.
Click on the "Finish" button on the software menu. Connect your MIDI instrument to the pc with MIDI cables, and load the application by double-clicking on the application icon.