The crucial setting is 'Input Port' and that would be the little USB adapter you bought(which hopefully came with a driver). The brand and model settings are not important(you can leave them blank). Name it as you like(I use an Akai keyboard so I named mine 'Akai'). #1-have you gone into Setup>Midi>Midi Studio and configured the keyboard and routing? Pro Tools needs to know where to 'look for' midi data and this window is where that gets configured.
