MIDI patchbay lets you hook up your various pieces of MIDI software and hardware and pass MIDI data between them, applying assorted filters on the way. Things like key splits, MIDI channel remapping, transposition, etc. are made very simple.
Pete Yandell’s home page is full of music-related software, so even if MIDI Patchbay isn’t exactly what you need, SimpleSynth, MYMIDI Framework or the Roland USB MIDI Interface Driver might be useful. All the software is "beerware" (buy him a beer sometime) – he suggests other methods of compensation as well, not compulsory and none onerous.