midi recording settings

I am using windows vista, Audacity 2.0.
I’m trying to set up my midi keyboard. I’m able to record the keyboard, but I’m also hearing exterior noise like when I press down keys hard.
Anyone know what the settings so I don’t hear exterior noise? I have been playing with the settings where MME / Windows DirectSound etc.Thanks!

Audacity does not record MIDI.
There is some advice here about how to record from a keyboard: http://manual.audacityteam.org/man/FAQ:Recording_-_Troubleshooting#keyboards