Hi Rene,
The names KEIGGEEN and Keggin were used interchangeably and were found primarily in the southern parishes, most notably in Kirk Rushen and Castletown. Although some have said that Keiggeen and Kaighin have the same origin (see http://www.isle-of-man.com/manxnotebook/manxnb/v05p020.htm) I have my doubts due to phonetic differences.
What if anything can you tell us about your ancestors? Who was your grandfather married to? Where in the Isle of Man did your parents visit. If you can give a location and dates, I can look up census records and at least give you a starting point.
Greg Kaighin
www.kaighin.com