You say you're not using any particular setting on the controller, but I'm not sure you can use it without having at least [i]some[/i] kind of setting selected! And I'll bet that setting -- whatever it may be, and there has to be one -- is either:
- transmitting on the same channel twice, or...
- transmitting on two different channels
To figure out what's going on, record just one note (the sound doesn't matter). Then open the event list and post back with details on what you see (posting a screenshot of your event list would be helpful here). I can pretty much guarantee that you're either going to see two notes on the same MIDI channel, or, two notes but with different MIDI channels.