audio MIDI keyboard.
The software it comes with is overcomplicated for me, so I use GarageBand on Mac.
Is there a simple free program for Windows - just to play realistic piano sound and that's it?
This open source virtualpiano project on Google code might work.
"Realistic" piano sound might be a bit much for freeware, though. Most freebies just use whatever MIDI library is closest; GarageBand by contrast has some fairly high quality piano samples at its disposal.