The full piano story (more or less) is that he made bets with other musicians that a piano had a definite key of its own and he could prove it. After making the bets, he took some of them round to a friend's upper storey appartment where he had them grab the friend's piano, manhandle it to the window and throw it down to the street below. Not unsurprisingly, it smashed apart with a great cacocophony, whereupon he said "No you're right - it doesn't, handed them their money back and left the dumbfounded friend".

Mick