How to turn MIDI output from computer into RGB LED controller

Hello... I've got an arduino with an RGB LED plugged into Digital PWM outputs 3,5, and 6....

I was wondering how to take midi note info from my computer, and turn it into LED signals on my arduino...

Does anyone know how to go about this?

I already have MIDI Yoke, in case i need that.

There are plenty of options. Start by taking a look in the playground Arduino Playground - InterfacingWithHardware and Arduino Playground - InterfacingWithHardware.