If you must do the USB route, probably simplest to make a helper application in Processing that will read the MIDI stream and echo it (or some abstraction thereof) to the Arduino. MAX/msp also has ability to send specific data to serial ports on MIDI command.
I'd really look into going with MIDI cables, though; if you are going to be using an external keyboard, that would mean you could pick up the data on your Arduino without needing to plug both into another computer just to handle the USB issues.