Ok, here is what I am looking for, a software Program that can:

1. Assign keys on the KB to become a synth keyboard, or other music sounds
2. Assign sampling sound effects to a key on the KB.
3. save the tune (no needed really, I can record to another source)

Any ideas? I need it for something cool.

Is it just to create some music? You might want to check Guitar Pro. It's not exactly as you describe it but you can write and listen music with it.