I think some noobs get too much of a hard time on this forum from time to time.
The whole Midi/USB Midi & Audio concept can be really hard for unacquainted ppl to grasp. I've tried explaining it to ppl infront of me & their eye's just glaze over with confusion even when physically shown. So sometimes even an avid manual reader is left confused.
It gets even more confusing with an MPC
pcity_substance - you can record the midi from your keyboard if its the normal 5pin din connection. If is is USB midi then a computer & midi interface will be needed to convert the data to conventional Midi for the MPC. Midi is basically data which says 'you pressed C sharp, its this loud, now you've released C sharp' - no audio info whatsoever.
Once the data is recorded to your satisfaction, you can then get the MPC to play the track back to the keyboard(if it has its own sound like a piano or synth) via midi & then record back from that via the audio inputs at the same time. Then you'll have the piano audio track.
Once recorded, you have the piano track as a wav which can be transfered to a computer. And the same track as a Midi sequence which can be transfered too as a midi data file.
With regard to the 1000 2500 & 4000 - the 1000 & 2500 are very similar except for the Inputs & Outputs. The 4000 is a much more weighty beast having a much higher spec'd sampling capability.
http://www.soundonsound.com/sos/sep02/a ... pc4000.asphttp://www.soundonsound.com/sos/jan07/a ... pc2500.htm- We were all noobs once and the RTFM strategy does not always lead to enlightenment.

Be nice.