Hey, i have a midi keyboard, a YAMAHA PSR 530, it´s a average keyboard, it has some cool bass sounds, eletric pianos, but i don´t like the organs and synth pads. So my question is, " is there a way for me to play the notes on my keyboard with the sounds coming from other device like a software?"

I mean, when i recorded in the studio the guy had an old keyboard and he chosed the voices on a separate device and he had tons of CD´s with samples with voices of organs, drums, pianos and it sounded great. Is there a way to do it with the computer?

sure you can
In cubase, add a midi track, set the output to something like 'Microsoft GS Wavetable SW synth'.
Another (better) option is to use Cubase VST instruments. Choose a synth in Devices->VST Instruments. Then, that synth will also show up as an option in the output of your MIDI track. You will need a soundcard with a really low latency to play the synth in real time without too much delay but if you don't such a card, you could record your midi track using just a sound from your yamaha synth, and then later reroute the MIDI track's output to the VST Instrument.

BTW, Reason is also really great for this.

Man I am so happy, everyday i discover something new in the homestudio world. Now i have a decent PC, i will buy a ASIO/low latency soundcard next month and a shure mic. I am messign with fruity loops and cubase, I am so excited. I didn´t have the idea that programs like cubase could do so many wonderfull things. I am kinda discovering a new world. I used to record songs with the windows recorders plus a 20 bucks tape recorder. Now i can wait to put my hands on my audigy card i will buy! i won´t buy a interface cause i will layer track by track alone. I will try mess with the cubase synths when i get home, just to test.