I use Cubase, you do need a DAW for any serious work with VST stuff, but as a tryout you could use a reaaly nice and simple program called VST HOST which does exactly what is says, it will host a softsynth, actually quite a few, and even has a virtual keyboard built in enabling you to play the keyboard with the mouse, of course you have the option to configure it with a controller if you so wish but that would require usb to midi interface. VST HOST is free to download. You can get it here - http://www.hermannseib.com/english/vsthost.htm
I actually used that programme to run the softsynths and effects for my Darkness Within album, the laptop running VST HOST was controlled by my beloved Atari 1040ST. I have now moved onto the laptop completely using Cubase to control my Hardware stuff and the Software stuff to. Sorry if I have gone a little off topic here, but I hope you find this useful. I am by no means an expert but if you need some help then you are welcome to PM me and I will try to help if I can.