Some additional information...
When you record using the MIDI behavior, it adds keyframes representing the notes or sliders you adjusted to the "Value" parameter of the behavior in the Inspector. As Mark suggested, just click on the animation menu next to it and reset that parameter, and it will erase your recorded test notes and be back to normal.
By the way, you aren't required to turn on record to test your MIDI setup, the MIDI behavior works when the record button is off as well, so you can loop playback and "rehearse" everything as much as you like before recording the real result.
-- Greg