The P155 must be connected to the computer via a MIDI Interface.The driver that needs to be installed is for the interface, not for the P-155. The P-155 has no USB connection; thus there in no driver necessary for this product.
If you do not already have a MIDI interface, we recommend the Yamaha UX-16.
Other interfaces may work fine. Yamaha cannot support other interfaces. If using a third party interface, please contact the manufacturer of the interface for support.
There is nothing to set on the keyboard, the MIDI is turned on and should work just fine after the interface is properly installed.
NOTE: The MIDI Out of the UX16 connects to the MIDI In of the P155
If using a Yamaha UX-16, drivers are available here:
Do you need an additional help?