So,
 
http://answers.yahoo.com/question/index?qid=20080722210710AA4SKqq
 
Audio interface gives you drivers (often Asio)... etc.
 
Honestly, if you aren't recording anything, you can do without one. I did for a long time.
 
I recorded on a Tascam 2488 and then moved the wavs to my computer. I used asio for all and some times mme for mixing and it worked ok. Well enough. I will say, some of the plugins that sound great with a good interface sounded terrible using mme. I couldn't understand it. I thought people were crazy for liking some of the Pro Channel plugs until I realized this.
 
I got a $100 Line6 device to start since I'm a guitarist. This comes with guitar fx and stuff. Now, I kept recording on the Tascam long after I could have transitioned to entirely in the box recording because I was comfortable with it.
 
One of the things this did for me is get me way down the learning road for mixing before I started the learning road for recording in the box. Personally, this was a good way to go. I didn't have to learn everything at once. And since I'm kinda a slow learner it kept the whole process fun.

+1 Scook
 
Get yourself a MOTU audio express card or something, a nice little break out box with low ASIO latency, works well with windows and Sonar Depending on PC spec as well)
 
A low budget solution like this will allow you play virtual instruments through the Sonar GUI at maximum results and therefore keeping you thus sane (depending on your skills of course)

How about trying the 30-day free demo first before considering which audio interface and MIDI keyboard to buy? There's a possibility you may not like the program.
 
Edit: things like color, size, etc.