Midi Plugin Synthesizer Not Working

[Dsoup]

I have a Yamaha DGX-500 that says it has Midi capabilities, and using a Midi to USB converter cable I hooked it up to the computer. It reads that the keyboard is active in the program, and makes sound when I play the notes, but not the right sound. For example, I'll play a C over and over again and it will be right for the first couple notes, then randomly go off pitch as I keep playing. It's really frustrating, please halp.