Psycle does have potential, in a way: I found how to control MIDI with it.
I can control MIDI with eight lines of code; that doesn't make it a good way to do it. Psycle's user interface is kind of clunky on its best day and the community is a fragmentary mess. It has some cool features, but nothing you can't get better, elsewhere.
But I think I will use the other program: A copy of the last version of http://en.wikipedia.org/wiki/Logic_Pro that was released for windows. Somewhat outdated (6 MB installer, ~14 MB installed) but it seems to be quite good.
Logic? On Windows? Logic's is a born-and-bred Mac app, and the ports to Windows were
never very good. The last PC version does not support either RTAS or DXi. It is substandard software--very good for its time, but jesus wept, it was released in 2002, things have advanced significantly. Seriously: go give Reaper a try. It's no harder to use than Logic would be, and has a much higher upside.
(I'm not trying to flash credentials here or sound like an authority on the topic, but I do a
lot of work in a digital audio workstation; one of my commercial projects I'm working on right now is a VST-based extension for real-time collaboration over the Internet. I do kind of know my shit on this topic.

)
Edit: In response to the Edit above: I have an old Optimus MD-1200 that has managed not to break after years of mostly neglect. It still does better MIDI sound than my PC.
Because of the way you phrased this, I'm guessing you don't really know how MIDI hardware works/has changed over the last few years. That's no big deal, but I can explain a bit. I will guarantee that your MD-1200 is an inferior synthesizer to your computer. There is no such thing as "better MIDI"; MIDI is a digital signal that has nothing to do with the audio output.
A synthesizer is the part that turns MIDI into PCM (audio). You are mistaking the shitty Windows GS Wavetable Synth for what a real digital audio workstation will do; I don't know if Finale or whatever composition software you ran into uses the Windows synthesizer, but that's
not how anything else does it. Any DAW (digital audio workstation--Reaper, Ableton Live, etc.) will act as its own MIDI synthesizer: it takes MIDI signals in and sends PCM out. The MD-1200 has a shitty little 24-voice polyphonic synthesizer in it: most instruments are multi-voice, and that tops out relatively quickly on anything complex. It also cannot multi-track, so you're limited to one instrument at a time. The MD-1200 has 200 preset patches, but that's no big thing--any real DAW will come with that many, and they'll be across multiple types of synthesizers and not just the subtractive synthesizer in the MD-1200. It is not in any way superior to a PC DAW.
Now, you can use the MD-1200 as a MIDI controller, sending MIDI signals to your PC and letting it act as your synthesizer (this is the better way to do it unless you know why you shouldn't be doing it, and frankly you do not), but there are three major problems with it. One, it uses DIN jacks (the big fucking five-prong jackplugs that look like those from an old IBM PS/2 keyboard jack) and MIDI-to-USB adapters introduce latency to your playing. Two, it isn't 100% General MIDI compliant, which can cause problems when novice users try to use them. Three, while it is velocity-sensitive, it is not weighted/semi-weighted (unless the manual forgot to mention it, and that's a big point so if it was I think they would), and that'll make trying to play a serious pain in the ass. A decent-quality keyboard will run you $120. Put bluntly--and that's a code phrase for "don't get offended")--if you're serious about learning, it is much more difficult to learn on an inferior product you are going to want something that is at least decent-quality. If you're just on a passing jaunt and don't have any real intent to stick with it, buying a MIDI cable and a MIDI->USB adapter to jack into your PC will be fine.
Boksi: Practice and jamming around is all well and good, but there's a lot more to it than just plonking at things. Turning off the sound to do it strikes me as utterly silly, too--if you can't hear it while you're playing, you lose out on instant feedback. It doesn't sound to me like a very smart way to go about things, especially when learning. Having a directed goal that you can take measured steps toward achieving, even when that goal is a duplicative one, strikes me as being far more useful than just aimless jamming. Free playing without a point is unlikely to yield real results--no, not just "hey, that four note sequence sounds good," I mean
results--until the player has at least some grasp of chord progressions and some understanding of
why certain things sound good--a very common limitation of self-taught musicians. There is an incredible body of theory out there, and it's very very relevant. Reinventing the wheel is all well and good, and there are times when it's very important to do so, but that time is not when you are a neophyte.
And it's a tangent, but with all due respect, what is with the Anvil love? It amazes me that people still use Anvil when Reaper--or even Psycle--are free. It's an overgrown Win 3.1 application that aggressively blocks you from features unless you spend even more money in it. I'm asking honestly when I ask what the appeal is. I mean...when they want you to lay down money for automation--a critical function for anyone who wants to make music on a computer--or to use VSTs or even to use effing ASIO, you have to ask what kind of outfit you're dealing with. "Buy Pro-Mix to use VSTs and Automation!" That's just clownshoes.
OTOH, Reaper (which, while it's not my primary DAW, is light-years beyond a lot of the for-pay stuff, including and possibly especially Anvil) and CVPiano are an incredibly authentic-sounding DAW/VST piano sim, with a total cost of $0, and you get subtractive/graintable synthesizers and a pretty good sampler on the side if you're feeling ambitious. Anvil gives you a few shitty MIDI effects that I could hack into a VST in an afternoon, and charges for anything else. I mean no disrespect, but why hobble yourself with bad--not even just "less good," but outright
nasty--tools?