MusicLab MIDI Connection Center 

Simple MIDI Connection Center Utility makes MIDI THRU connections without any additional sequencer software like CakeWalk, Cubase, etc. having Thru built-in features. Using the utility you could play MIDI keyboard connected to your PC via MIDI IN port through internal synthesizers or external tone generators connected via MIDI OUT ports. That's because the utility allows you to simply connect any MIDI input device to any MIDI output one. It means that every MIDI event received from MIDI Input device you've chosen will be forward to some MIDI Output device has been connected with.