I highly recommend MC if you want to edit any midi file, or add on recorded piano tracks, as well as, virtually anything you would want to do in a home recording studio.
However, to get your feet wet, IF all you want to do is play along with midi files, then you may want to start with this simple setup:
Setup your computer speakers near your Roland keyboard speakers,
Install this midi file player on your PC:
http://www.vanbasco.com/karaokeplayer/ For any midi or karaoke file, you can Mute or Solo any track, change tempo, and transpose.
If you have a laptop, it would be ideal to have it on your piano.
If you have a desktop, try to set up your piano as close to the monitor, computer keyboard and mouse, as possible.
Once you try out this simple arrangement,
you will want to move up to MC, where you will have
much superior sounds, be able to read music notation of the midi file while playing, the ability to add on professionally recorded loops, and tons of other features, that you will love.