Hi,
You could check in your Yamaha user's manual (or find one online if you don't have the paper copy) to see how to record and save something that you play as a .mid file. I think Yamaha also has a "Yamaha" format file, which Notation products don't read unfortunately, so you'd want to be sure to save the recording as a MIDI (.mid) filetype.
Or, as I mentioned, you can try out Notation Composer and record directly into the program to get your sheet music. Notation Player only reads .mid files and transcribes them just as they are, similarly to how the Acrobat Reader only reads .pdf files. If you record directly into Composer, then you can use the tools it has to get a really nice piece of sheet music, correcting any missed notes or adding annotations. You can try it out free for 30 days - download and install the trial version from
http://www.notation.com/DownloadComposerTrial.php
ttfn,
Sherry