Can I use Red Probe+ Jtag device with the Keil uVision4 ?
Unlikely.
Red Probe is a proprietary product of CodeRed:
www.code-red-tech.com/red-probe.php
If you've bought their JTAG probe, why don't you use their IDE (RedSuite)?
Or, conversely, if you want to use Keil's IDE (uVision) why didn't you get Keil's JTAG probe (uLink)?
See also: www.8052.com/.../183310