First off, Welcome to the Forum azay1a !
Here are all important links:
http://lmms.io/forum/viewtopic.php?f=1&t=4740
-A few rules and useful forum instructions
If you like to introduce yourself, to the community, go here:
http://lmms.io/forum/viewtopic.php?f=4&t=4480
First i would like you to watch
Make sure you follow those instructions.
Secondly
try MDA-Piano http://mda.smartelectronix.com/synths.htm
It is very small in size, and you can just copy its dll to your VST-folder. Further its a quite good piano-instrument, so it is a win win
Lets know the outcome :)