I have a Roland A-800 PRO Midi Keyboard I wanted to use to control my Kaossilator Pro+, after weeks of trying I could finally make this work with FL Studio (which I only use as VST Host) and some Free VSTs.
I guess similar solutions can be done with other DAWs or VST Hosts.
My setup:
1) The keyboard is the input to a MIDIOut VST on FL Studio (this MIDIOut VST is installed with FL Studio, I guess other softwares have similar VSTs ). I mapped the Mod wheel to the CC13 (CC for Y-axis on KP+), nothing else. I specified an output port to send everything (notes + CC13) to the next VST (midiNotestoCC).
2) Match the MIDIOut out port with in port of the second VST you need "midiNotestoCC". I downloaded this VST for free, it comes in a big zip with many others (which I haven't tried yet), just google "MidiNotestoCC", or go to
http://thepiz.org/plugins/?p=pizmidi .
Config: NotetoCC parameter to 12 (CC for Xaxis in KP+), High Note C6(96), LowNote C2 ( 48 ), HighNCC 127, LowNCC 0, NCC rest 63.
A second signal is needed (Pad Touch), you can use the VelocitytoCC in 92 (CC for PadT in KP+), HighVelocity 127, LowVelocity 1, VCC Rest 0 (this is important, otherwise it never stops playing).
3) Set your KP+ note range to 4oct, Key C, Scale OFF... Voila !
This way it works on 4 oct, C 2 to C6. I tried using FULL scale, but I couldn't get a good match with all presets (I guess the FULL scale is different from preset to preset).
By the way, between MidiOUT and MidiNotetoCC I actually have another VST to create pattern arpeggios (Kirnu 1.2, also free). This is one of the other things I really wanted for KP+ but Korg didn't implement.
I skipped this before to avoid complicating the explanation (it is not needed to make the Keyboard to KP+ connection work), but if you do get good results with the connection, I encourage you to try putting a nice arpeggiator between the MIDIOut and the MidiNotetoCC VSTS (actually playing without this sucks, it is difficult not to press two keys simultaneously and drag the note instead of creating a new pulse).
I hope this helps, I was super happy when I could finally make it work without buying additional hardware or paying for software, I wanted to share it with you.