[NecroticSoldier]

For all the possible options you will want to read Capturing Sound For Video.

That's only for K7, I think... I don't think the K-X has audio input.

[justDIY]

Can't find it ;( and... what's the jello shot effect?

jello shots, or jello effect ... because the sensor/cpu is too slow, the camera only reads half the sensor per frame, and then reads the other half for the next frame. when you're moving quickly or panning quickly, you'll notice the top and bottom of the video get out of sync slightly, like you are viewing it through a bowl of jello shaking back and forth. this is not something specific to the Pentax, more just a problem for most dSLR that shoot video, including some that cost much more than the K-7 and K-x.

Here's the link to the article I spoke of earlier, it's mostly just fanboy stuff for a Canon camera, but there's some decent coverage of audio (for any brand)

Canon EOS 7D impressions for filmmaker wannabes -- Engadget

[rparmar]

That's only for K7, I think... I don't think the K-X has audio input.

Well, the options that use a separate sound recorder will still work. But this may be overkill for the OP.