Make:

Mr. Book sent in his strategy for controlling Arduino from a MIDI controller through Processing -

My implementation uses a single DAC IC chip, the MCP4921, which sells for about 2 bucks from Mouser. The current version uses the Arduino, only to read one byte, as a midi note, from the serial connection and sends that to the SX-150. I could have created the full midi circuit to make it a standalone solution, but that increases the cost and complexity of the physical connections. I'll probably do that on a later revision.

So, in order to receive midi data, I wrote a small Processing sketch that receives midi, and sends the note information through the serial port to the Arduino.

More:

HOW TO - control a Gakken SX-150 via MIDI

SX-150 Analog Synthesizer Kit

Bare Bones Arduino Board Kit (Unassembled)