Hi Herbert,
I'm still trying to fix it, I downloaded another virtual midi cable called "LoopBe" and it shows me interesting information (about midi feedback)
please take a look at below picture:

http://img10.imageshack.us/img10/2294/bugxoc.jpg

you can see my config (all inputs are off) and is still not working. (see right bottom corner - small window from LoopBe midi cable)