MIDI interfaces are a must, if you serious about your hardware use. It's up to your amount and kind of stuff lying around and what are you willing to spend on it. If you have one or two synths, a simple cable and a smaller adapter is more than enough. Those cheap cables are a nice temporary option, but getting a cheap basic interface with some cables really aren't that costly.
The best place to find these is whatever you can get for the least shekels in your local used electronics store.
But I need some info on these, man, i'm the new guy[]
These devices are pretty self explanatory, but if you really need some handholding - sweetwater has a nice guide on this subject.
http://www.sweetwater.com/insync/midi-interface-buying-guide/