Windows 7 - Yamaha MIDI driver install fails

I want to hook up a MIDI keyboard to my computer so I can take computer-based playing lessons, but I'm having a problem I hope someone can help with.

I'm running Windows 7 Home Premium, 64-bit. I have a generic MIDI-USB cable. I plug it in, Windows recognizes it, and installs a driver. I plug the MIDI In cable into the Out socket of a Yamaha PSR260 keyboard, and Out into In, and power on the keyboard. On the MIDI-USB cable, the red power light is on, and the In LED is flashing. So far, so good, but now I'm having troubles.

I think that I need to install a Yamaha MIDI driver in order for Windows to recognize my device. I downloaded the UM312x64 package, but when I run setup.exe, it gives me "Error 25001. No device is connected." Can anyone suggest possible next steps?

Yamaha shows the UX16 USB/MIDI interface as compatible with this keyboard. You may have to get this(?)
Yamaha MusicSoft: UX16 USB-MIDI Interface - Accessories

But, I've connected MIDI keyboards using a generic USB/MIDI interface and no drivers were needed. I did have to have MIDI Synthesizer program to use with the keyboard.

In the file that the setup comes in, there r manuals in different languages. The manual lists the specific order in which to do install the driver correctly. I also have a Hahaha Usb MIDI cable and I used the same driver.