This exchange did not occur. You can even find Keyes declaring this did not happen.
I presume you are referring to the alleged Keyes/Obama exchange where Keyes accused Obama of not being a natural born citizen?
A long time ago I tried to nail this down, but I didn't have much luck. There are commenters that swear it happened and they personally heard it, but I could find no evidence for it.
If you have a reference to Keyes denying it happened ( By the way, I have personally met Alan Keyes, and I liked him very much. ) then I would appreciate it if you could post a link or something.