I just got Acid 4.0 Pro and was wondering how do i use a Midi Keyboard with it to make drum smaples and other things. Any help would be great I have a M-Audio keystation 49i if that helps

Acid isn't a sampler. You can trigger samples from it, using a VSTi softsynth, and you can record performances that you might turn into a sample, to be triggered inside the VSTi softsynth either from midi notes on the ACID timeline, or from midi notes from the 49i keyboard.
You simply load the USB drivers from the 49i, plug it in, insert a soft synth in the ACID master or track view, and play. ACID's help file has a lot of information

What is a good Sampler program then??

hmm.. theres afew, but for a sampler ?module" type program, i use Orion Pro

It literally works as a rackmount and allows for midi input/output, u can also load up soundfonts banks, and any other audio file.. pretty groovy..
Oh and its VST and DX effect compatible too, and the sampler works as a waveform synth, so u can mess around with filters and such...