Thank you Martin,
I looked at the videos and still stuck 
My cable is in in-2 at the Komplete box, switch on Line instead of Instr. (tried both),
Added an Audio track to my project .I can see the Midi activity in bottom right working when I play, and I can hear the PSR in my headphones.
still nothing recording
Sorry for that, but I really need to record all what my keyboard plays to get the Oriental beats and instruments plus the quarter notes.
Hope you can help with this.
Regards,
