I've been using a
MIDIMAN MIDI Sport interface. I have the 2x2, but they also have a 1x1 that's the same thing for like $40 or less. It's really great if you only need 1 or 2 inputs. USB-powered and all that. It's fantastic. The one you linked to looks like it'd be fine, too.
I think as long as the Proteus module has MIDI ports on it, it'll be fine to use with whatever program you would like. As far as programs are concerned, I can't really help you out much. I'm a ProTools fan, and I use Properllerhead's Reason for any MIDI stuff I do. Reason has a bunch of onboard patches and synths that rule. Also, ProTools has worked to be very compatible with Reason, so it's really easy for me to dump MIDI stuff I do in Reason into ProTools to go with the audio stuff I record with live instruments.
If you're heavy into making pro music,
MOTU's Digital Performer is a really great MIDI/audio software program, but it's pretty saucy price-wise. Although, they have a pretty sweet-looking program called
Freestyle that I haven't used but have read good things about.
Cakewalk has MANY different versions that are all for specific thing in music production. Check them out because it's easy to use and very reasonably priced.
Steinberg's CUBASE has a nice mixture of MIDI and editing features on it. A bit pricey.
There are many others. Check out the Sweetwater and Musician's Friend sites. They have a lot of really solid info on them.
Good luck, and happy composing!
-yno.5