With what you have I dont think that will work, it wont let you merge two midi inputs to one thru. look at one of these.
http://www.zzounds.com/a--2676837/item--MSLMERGER
Its called a wall plate, if you do a search you will find detailed info and a manufacture
Heres one, http://www.churchaudiosupply.com/CASwallplates.html
Also do a google search for " recording studio audio wall plates"
Hope that helps,