If there is no MIDI connection on your MacBook, then it means the driver isn't installed properly or at all. I recommend checking the official website from where you can download the driver. Notice that a minimum version of OSX 10.6.8 is required in order to install the latest version.
Download page: http://i.korg.com/SupportPage.aspx?productid=597
You also have the possibility to install the driver for older version of Mac OS. Choose the driver below the latest one.
