Sooner or later, you will not only want to produce an mp3 (or wave) file, you will want to "edit" your midi recording - or even add some orchestration to it.
I use this program extensively, and the price is right: http://www.pgmusic.com/powertracks.htm
It will be confusing at first (as all this is but soon becomes clear as bluekeys has noted), but is well worth the effort to get over the learning curve.
There is a superb forum of users for this program (I was there a few minutes ago), where there are some very knowledgeable users that are generous with their help.
You will also need a decent soundcard (Sound Blaster can be obtained very reasonably), and some midi and audio cables with which to interconnect the piano and the computer.
I've been using this program for about six years now, often programming in my own bass and rhythm tracks, or occasionally strings and horns.
There are several methods of getting the piano sound from a midi file:
1. "Play" the midi file in the software noted above in real time and record. PowerTracks will do both - play the midi file, and record the resulting wave file.
2. Render the midi file to wave using "soundfonts", or VSTi's. The mp3 can be converted from the wave file.
3. Render the midi file to wave using sound samples (Ivory etc).
4. Render the midi file to wave using physical modeling with a program like Pianoteq (which is what I do now).