First off, Welcome to the Forum Catninja !
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
Turn MPK-Keyboard OFF & and remove power cable.
Shut down computer -completely -Pull the plug!
Then
insert midi-conector cable (midi-to-USB-cable)
insert keyboard power-cable and turn keyboard ON
(some lights-diodes should get lid)
THEN!
Insert pc power cable!
Start PC
start LMMS
Look for your Keyboard in MIDI-menu