The 88Pro is fairly cheap by hardware module standards. It's usually 140~ USD, but sometimes you'll see someone selling one for 100~ or even less. These are probably listings by people who don't understand that the SC-88 and SC-88Pro are far from being the same module.
You'll need an USB MIDI interface. No need for something expensive, but avoid super cheap chinese "USB MIDI cables" such as these specific ones:
http://i.imgur.com/8f5slma.jpg -
http://i.imgur.com/KcfXYme.jpg They're unable to send SysEx messages, in other words the music will use the wrong effect settings. They're only ok for western DOS games.
If you buy one from Japan you'll probably need a voltage transformer. Some sellers may offer to include one with your purchase.
For recording, you'll want to use the RCA outputs on the back of the module. Don't use the headphone output for this. For a LP (specially if you plan to talk), a
RCA to 3.5mm cable or adapter connected to your computer's line-in jack will probably be enough. Needless to say the quality wont be as high as my recordings (you'll need a proper USB audio interface and good cables for that), but the noise should be hard to hear over the game's (loud) sound effects.
Setting it up should be as simple as any other computer peripheral. After the first setup, all you'll need to do is turn the module on and it will be ready to use.