Believe it or not...I've actually done this, and acomplished it several differnt ways. There are several ActiveX controls that you can use to do this..
I realize the URL is kinda long here...but here's a good place to start.

http://download.cnet.com/downloads/1,10150,0-10009-103-0-1-7,00.html?tag=st%2Ecn%2E10081%2Dron%2Esbsr&qt=MIDI&cn=Development+Tools&ca=10009

You using CakeWalk or anything?

>I want to build a MIDI librarian so I can send patch and sysex information to my various keyboards and set them up fast between songs during a gig. The database and user interface are duck soup, formatting the MIDI packet strings isn't that big a deal. My problem is how to get the MIDI data downstream to my keyboards. Anyone have any experience with sending MIDI serial data or know of any ActiveX, etc., controls that can do this?
>
>"Mahalo"