How to connect 2 keyboards over MIDI?
 

Hello!
Before I start, I've got to say, that I'm a noob when it comes to MIDI. So I'm asking those, who know something about it, for help!

I have a Korg SP-500 Digital Piano and a Novation X-Station 25 Synthesizer Controller

I want to connect them, so that I could apply the effects of the X-Station on the SP-500. I have a midi cable, and I hooked them up in all possible ways, but all I can do is playing the voice of the SP-500 on the X-Station (I can't apply effects).

I also have a midi-to-USB cable, and the X-Station can also be connected to the computer over USB. So I can connect both to the computer, but I still don't know how to apply effects on the voice of the SP-500.

So I'm asking someone to help me connect those 2 synthesizers. I'm trying to do that for a long time, but I just don't know enough about these things.
I would need this to work on live performances. It would be nice, if this could work WITHOUT a computer. But if there's no other way, then I'll just use a notebook.

I would reeeally appreciate some help. If you want, you can contact me over MSN Messenger or Skype, I would be really thankful for that.

Thank you in advance!
Lovro

PS.: This might be helpful (replace the DOT with a dot ;)):
Korg SP-500 documentation: wwwDOTkorgDOTcom/SupportResults.aspx?productid=471
and
X-Station documentation: wwwDOTnovationmusicDOTcom/support/user_guides/xstation/