Use SfSynth with a MIDI loopback software (as "LoopBe1" for Windows™ 2k/XP/Vista included in the installation package) to plug it with all MIDI software port. Note that SfSynth catch MIDI messages sends from the MIDI software OUTPUT port to the relative MIDI INPUT port. A MIDI keyboard with a USB plug have a owner MIDI INPUT port, so use it for plug SfSynth. Look about next scheme for a example :