Does your Clavinova have inputs? If not, you won't be able to hear Pianoteq through its speakers. You'll instead need a good soundcard, with outputs, in your computer and either headphones or monitors (speakers) that connect to this soundcard. In other words, your keyboard will function as a midi controller.
To get it to function as a midi controller, you'll need either midi cables or a midi to USB cable. (Many people prefer the latter.) This cable runs from your midi out port to your computer or soundcard's midi in port or its usb port.
On the other hand, if your keyboard does have inputs, you'll need a good soundcard on your computer, with outputs, and standard cables (often RCA to 1/4" cables) that will run from these outputs to your keyboard, with the RCA end connected to your soundcard and the 1/4 jacks plugged into your keyboard.
Don't let the apparent complexity get you down. We've all had to go through this learning process at some point. Once you understand the basic way that things are connected, it will all seem much less confusing.
Regardless, you'll need a good soundcard (for a notebook computer, a good external sound card.) The standard requirements these days are a 24 bit, 96 Khz card. This is really the only thing that may cause you some delay in finding what you want--you'll need one with low latency. The M-Audio Audiophile 24\96 is good for most purposes, though some people prefer other, more expensive cards. It runs about $130-160 US. External cards for a notebook, which connect by either firewire or USB, will require more research. They are relatively new, and the interaction between the card and the computer vary greatly from brand to brand (of both card and the computer).
