Hey,
Then you will need a sequencer which is capable of playing back software synths. Cubase will do that, as will Sonar and Logic. And Digital Performer...hell, they ALL do that!
Halion is a software sampler, you will have to load your own sounds into it. I don't know if it will work in anything else besides Cubase, you'll have to read into it.
There are other software samplers out there that are a lot cheaper than Halion, VSampler is about 1/3 the price.
Take care,
Nick