WHOAH. Wish I got to this thread earlier
What keyboard do you have? It seems you have a USB MIDI interface already, but you can't get it to work? Have you installed necessary drivers? I've had some experience with MIDI and never had issues getting it connected. Have you set up the necessary Acid settings? I've never used Acid before, but I don't think it's what you're looking for, even if it'll work fine.
Regarding hook up, you should have your MIDI out from the keyboard going to the MIDI in. From what I understand you're trying to do, I see no reason to have your computer send MIDI to your keyboard. It's unnecessary.
Despite being old, MIDI is powerful, and can be confusing for those who haven't used it before. If you're having problems, I can tell you where to find the gurus at this sort of thing
. There's a synth forum I frequent where I'm sure there are people who could help if I can't.
One more thing, I wouldn't rely on a soundcard to deal with MIDI. I'd personally set up MIDI through USB and only that, and get the audio interface for it's SOUND, not MIDI capability.