There 2 possibilities IMHO.
One with arduino, the other without. All depends from the hardware of your computer.
If you've got an parallel printer port, it's easy to drive an small relay with it.
If you don't have one : use an arduino (small one) to get an serial (through) usb command that allow to light on/light off.
The only small part to do is :
Realise a small soft that get an information from midi and translate it to the parallel port or to the arduino.
If you don't want to use an hardware midi, you can use one of the virtual midi drivers that you can easily find on internet.
All that is written is considering you use an pc window computer, not an mac.
Best regards.
ref of the schema : Uncreative Labs