Have you built both MIDI Out and MIDI In circuits or just Out?
Show a clear photograph of what you have built including all the connections. That instructables thing is wrong, as they often are. There should be 2 x 220 Ohms resistors on the MIDI Out socket and neither of them are connected to ground.
And just to be clear you have connected your MIDI Out socket to the MIDI IN plug on the adaptor haven't you?
Also post the code you are using (copy your code from your IDE - don't just say it's like on the webpage).
It's easier to help if there's something to see.
Steve