I've been trying to achieve a similar stunt but instead of using a USB/Midi keyboard it's a Guitar Effect Pedal Board.
Have you tried using Hairless Midi? The Hairless MIDI<->Serial Bridge
In theory you should use it as an intermediary for serial/midi communication between your 2 devices and then you can get rid of it, as a middle man.
What Arduino version are you using? 1.0? Do you have code for review?
Hope this helps.