"Split MIDI item in order to insert a key change at some point:
Right-click on the staff just after the start of the bar (but not on
any note) and choose Split MIDI media item (to set a new
key sig using the MIDI Editor dropdown) from the menu.
The item is now split (indicated by double vertical line, as shown
here).
To set the key signature, enable the Key option (located in
the row of dropdowns at the bottom of this window).
Select a key from the dropdowns (e.g. D# Natural Minor).
The key signature that you selected will be displayed on the
staff (see right)."
This is taken from the manual. Check the first draft here:
https://dl.dropboxusercontent.com/u/...IntroGuide.pdf
oh, yes, sorry hehe: Thank you Nicholas!