You could get a digital recorder with a mic in and do it that way. If you had a laptop this would be even easier as well.
Yes, this is the best option... try looking on Ebay for an old Roland VS Series Digital Workstation, they're really cheap nowadays.... or you could check out a Zoom or Boss 4 track recorder... they are really cheap.
These are your only options, as there really are no devices other than ones that would connect directly to a computer...
I assume you are using a casio or a yamaha?? If so, just take it downstairs to the computer room, handle your business, then take it back to your room.