And there are lots of very nice free softsynths out there to download from various sites.  Let me know if that's something you'd like to checkout, because I believe that I still have some very nice ones bookmarked.  Each of these will, of course, require some type of VST host to run them in.  But whatever DAW software you use should have the capability of being an excellent VST host as well. 

Also, if you're not wanting to record something with your DAW just yet, but you're in the mood to just plunk around on the keys of your KB37, there's also lots of nice freeware VST hosts out there that you can get.  A VST host is just a way of routing the input from the MIDI keyboard to the softsynth, and then outputting the results of that to your audio interface and speakers.  One of my favorite free VST hosts is this one: http://www.hermannseib.com/english/savihost.htm

It's free, it loads instantly, and it uses very little memory and disk space.  Plus, it's very easy to setup and use.