In the sequencer program, (I don't know which sequencer you're using) turn off "MIDI echo" or "MIDI thru" or whatever your program calls the process of sending incoming MIDI note data back out to the synth when recording. What's happening, I think, is the notes you are recording are getting sent back out to your keyboard where they are causing the keyboard to generate another set of note-on messages which are being recorded by the sequencer. If you turn off this function, the doubling will stop.