You should have plenty of volume, with the keyboard volume somewhere around halfway.

Can you hear the keyboard "loud and clear" through the PC playback system - if there's no oomph here then there's no hope for recording and you should sort this first to confirm tbat the sound card is getting a good feed from the keyboard.

Once you have a good playback signal you should be able to organise a decent record signal.

The record mix is usually controlled by a totally separate set of level controls and input selectors. The "normal" windows mixer controller doesn't show the record controls by default; you have to go into "advanced" settings to twiddle with record settings.

I use "SoundForge" for recording puroses, because with suitable twiddles (set up to record, enable "Monitoring") you can view the incoming signal level on some quite big LED style meters; I'm sure there are other similar items out there.

If you've still go problems, whats your soundcard? What software are you recording with?