You should make a simple sketch showing your Jpeg image and recording mouse clicks. For simplicity, I would add a pair of keyboard commands, like "start record" and "end record" (or start is the end of the previous record).
I just made such simple interface in http://forum.processing.org/topic/delauney-diagram-inside-a-blob (forget the triangulation part), as an example.
Thus, you can make 4 (or more) clicks to mark the edges of each part you want to define. You store these in an array list, and upon a command, save the coordinates to a text file.
Then, in your final sketch, you can read back these coordinates, defining polygons. And on each mouse X/Y coordinates, you can see if it is over one of these polygons.

Another solution, perhaps simpler... Use a graphics program, like Gimp. Load the image (under a different name) and colorize (in flat colors, no antialiasing) each part with a different color (or gray level). Save as PNG.
Your sketch can load and display the Jpeg, and load the PNG in an offline PImage.
On each mouse coordinate, you do get(x, y) on the PImage, to get the color: it defines which part the mouse is over.

Use an image-editing program to make a copy of the piano image with only the keys and give each key a different color (rgb or hex). Then you can use a pixel array plus the color information to see which key is pressed.

thanks for your help! so basically, I just have two copies of the image...the one underneath has intense, obvious colors for each key and the one on top is my normal image?

Yes. Here is an example of the color method phi.lho and I were talking about. I've posted the two images below the code.

1. PImage original,colored;
2. color[] colors = new color[3];
3. 
   
4. void setup() {
5.   size(500,500);
6.   original = loadImage("original.png");
7.   colored = loadImage("colored.png");
8.   // the colors from the colored image
9.   colors[0] = color(255,0,0); // red
10.   colors[1] = color(0,255,0); // green
11.   colors[2] = color(0,0,255); // blue
12. }
13. 
    
14. void draw() {
15.   image(original,0,0);
16. }
17. 
    
18. void mousePressed() {
19.   // get the color at the mouse position from the colored image
20.   color c = colored.get(mouseX,mouseY);
21.   //compare it with the colors in the array
22.   for (int i=0; i<colors.length; i++) {
23.     // if a match is found, do something (in this case print to console)
24.     if (colors[i] == c) {
25.       println("Clicked on (colored) shape: " + i);
26.     }
27.   }
28. }

Original image

Colored image