Hm, I've only used MIDI for music on a mac, OS 9 and OS X, but I'll do what I can:
Are you using an external MIDI interface (something which has two big fat MIDI jacks, where you plug in the big fat MIDI cables IN and OUT) connecting between your keyboard and computer?
OR, do you just use a cable that plugs directly into the keyboard, and on the other end, directly into the computer (via USB)?
You may need an external MIDI interface. However, if your keyboard doesn't require one of these external interfaces-- (it would require the plug straight from the computer to the keyboard) --it has an INTERNAL interface, inside of the keyboard. In this case, you can just plug in the cable like you have already (hold on, i'm getting there :D)
In some cases, you may need software. In others, you won't. From my personal experience on a mac, I've NEVER needed the included software by MOTU when I bought a midi interface (it was called "clock-something?"). It should work automatically. This leads me to believe the problem is not your needing the right drivers...it's a connection issue. Make SURE your keyboard is GM (general midi) compatible, as dumb as that sounds.
Get back to uswith that info and we might be able to narrow down the solution more.