Now that the theory has been explained, you need to know how to actually build a circuit with diodes to fix this problem. Unfortunately, this is where my knowledge fades. I know the theory but not the practice (that's what happens when you take a college class but never use that information outside the classroom. :-) Nonetheless, I will explain what I do know (or think I know). Thanks goes out to a reader who would like to remain anonymous for clearing up much this information for me.
There are many kinds of diodes for all different purposes. In this case, you need what is called a switching diode. Other common types of diodes are rectifier diodes to rectify AC current to DC, power diodes, which can handle more current without breaking down and/or melting, and everyone's favorite, light emitting diodes (LEDs).
If you go looking at an electronics store, you will probably stumble across a diode by the name of 1N4001. I was going to use these, but when I went to buy them, the clerk said that I should use the 1N4148 due to faster switching time. For over a year, I was unsure if the 1N4001s would actually work, until a reader clarified this issue.
The 1N4001s were designed to rectify the AC wall current. Since the wall current "switches" at 60 times per second, the 1N4001 must be within a 60Hz tolerance. This is plenty fast for a keyboard switch unless you can press a button faster than 60 times per second (doubtful :).
The 1N4148s are designed for fast switching and have a switching time of 4 nanoseconds. Since this is much faster than the 1N4001, this is what the clerk was talking about. This makes the 1N4148 the more "proper" and economical choice, even if it is overkill. Since the 1N4148 sell for $0.90 for a pack of 30, this is my recommendation.