Recording directly from casio piano keyboard?

Is it possible to record directly from my casio ctk-710 keyboard onto this new audacity? I have it connected to my Vista using the USB port it told me to hook it up to. If I can do this, how do I do it? I don’t want to download this new version unless there is a way to record directly from my keyboard.

The USB port on the CTK-710 is not an audio connection, it is a MIDI connection.
To make an audio connection to the computer you need to connect the headphone output from the keyboard to a Line input on the computer. (see page E14 of the Casio CTK-710 user manual).

If your computer does not have a line level input (many laptop computers don’t have) then you would need to get an audio interface that has a line level input (such as the inexpensive Behringer UCA 202).