If you’re on OS X, you could just use the IAC MIDI ports. To turn this on go to Utilities>Audio MIDI Setup, then double click on the IAC Driver icon in the MIDI setup window and add as many ports as you need. You can use these to route MIDI from any application to any other application.

If you’re on Windows then you could use something like MIDI yoke.
http://www.midiox.com/index.htm?http://www.midiox.com/myoke.htm