You could always give LMMS (Linux MultiMedia Studio) a whirl, it's an open source FL Studio clone available for both Windows and Linux systems. It also uses MIDI input and output... got a little pic for ya:



On my system (Ubuntu) it shows under the output menu "14:0 MIDI Through:MIDI Through Port-0" if it'll help you...

I'm still finding my way around music, and for the time I've used it I must say that I'm really impressed. You can download it here