Changing the horrid piano sound

I want to use Audacity to record songs I play on the keyboard.

I’ve got my piano connected to the laptop and everything, but I don’t know how to make the piano sound more realistic on the computer.

In other words, when I use Audacity to record what I play, it transforms the keyboard’s realistic sounds to the unrealistic, digitized computer sounds. How do I fix this?

What sort of piano?
How do you have it connected to your laptop?

It’s a Yamaha DGX-530 full-sized keyboard.

Well I used a printer usb cable to connect the keyboard to the laptop. Could this be the reason?

I could also play something on the keyboard and have Finale Notepad playback the notes…in the unrealistic piano voice.

The USB connection is a MIDI connection. MIDI is not audio:
The MIDI connection can trigger sounds in suitable MIDI software (such as Finale) but these sounds are not the actual Yamaha piano sounds, they are sounds that are created in the computer software.

To record the audio (the real sound) from the piano you need to either use a good microphone and record with that, or make an audio connection from the Yamaha to an audio input on the laptop. Unfortunately the DGX-530 does not appear to have an audio out connection other than the headphone socket and plugging into the headphone socket will probably cut out the piano speakers, so the only way to make an audio connection to the laptop would be to use a headphone splitter cable and connect a pair of headphones (so that you can hear what you are playing) and also connect the headphone output to your laptop at the same time.

A second problem is that many laptop PCs have only a “microphone” input which is not suitable for connecting a high level stereo headphone signal, which would mean that you may need to use a “stereo, line level USB audio device” (such as the Behringer UCA 202).