i have a yamaha dgx520.
i use line out in order to transfer my sound/song i have played and recorded in my keyboard to my pc. i find that if using the keyboard way to transfer, what i get for my pc is just midi file which the quality loses quite much.
i did line out for my old desktop which has a sound card that supports 5.1. when i try to do the line out using my laptop which just has intergrated sound card that don't support 5.1, the quality actually loses quite a lot. high pitch notes are not lined properly.
is there any experts on this or is there a better way to 'transfer' the music into my laptop..
i use audacity to convert it into mp3, therefore as long as i got the wave, i can do a lot of things.

I would reccomend buying an audio interface (preferrably a 24-bit one...), which basically replaces all the functions of a soundcard. Look up "audio interface" on a site like musiciansfriend.com, or zzounds.com to give you an idea of what's out there. Since you're using a laptop, you'll likely opt for either firewire or usb interface. I could explain in depth how they are used, but just take a look at this website below for all the details (This article actualy has about 6 pages, the link is to just the first page)

http://www.tweakheadz.com/soundcards_for_the_home_studio.htm

tanjinjack:
Low cost units (about $40 or less) that I have successfully used are:

1) InstantMusic, by ADS Tech.

2) Inport Deluxe, by Xital

They both come with software, but I prefer using Audacity, like you. Both these units connect to the computer via USB and they provide phono input connectors to receive each stereo channel of your keyboard audio output. These products give surprisingly good results considering their low cost. They are marketed for people who want a convenient way to convert their long-playing record collection to mp3 format, but they work just as well for our requirement of digitizing an analog signal from a keyboard.

This is not high end equipment by any means. But it does the job for me.