beginner question on max/msp and dmx lighting

I don't do lighting frequently, so I'm far from being an expert, and thus this advice is worth what you paid for it, but I have done Max-controlled lighting in live theatrical performances in the past, so I know a little bit.

The flow is basically: computer -> USB -> USB-to-MIDI interface -> MIDI -> MIDI-to-DMX converter -> DMX -> DMX dimmer pack -> power -> light fixtures. The single words there -- USB, MIDI, DMX, and power -- are cable types that you will need in order to connect the hardware devices. Multichannel DMX-controllable dimmer packs are pretty standard theatrical equipment. There are various commercial boxes for converting MIDI to DMX, all in about the $150-300 range, it seems. (I haven't done extensive research, so there is almost certainly a lot of stuff I'm unaware of.) For that price, though, I suggest just getting an inexpensive small DMX lighting board that also is MIDI controllable, which you can then use for other (non-computer-driven) purposes. Minimal boards (designed for club shows, DJs, etc.) can be found for $100 and up.

Once you have the gear, the Max programming is very straightforward, since most devices use MIDI note number to designate DMX channel and MIDI velocity to designate DMX value (i.e., brightness).