A user is fingering a piece of music on an electronic piano in ensemble with the playback of a piece of music recorded in a compact disc; while the user is playing the piece of music, the electronic piano generates MIDI music data codes representative of the fingering, and the MIDI data bits and the audio data codes, which are transmitted from the compact disc player, are multiplexed into a digital composite music data signal; the digital composite music data signal is transmitted through a single digital audio cable to a tone generator module or stored in a memory, and the tone generator module demultiplexes or extracts the MIDI music data codes from the digital composite music data signal; thus, the multiplexing and demultiplexing make the data transmission and recording simple.