Hr-16 As Controller For Midi Software, Appreciate advice for midi chain! Options

[Sound Surfer]

Hello Midi maniacs!

I am pretty new to midi devices. I am trying to get some use out of an HR-16 (Alesis). I can trigger sounds on my M-1 with it, but I would like to trigger midi sounds in my VST/32 so as to expand my options for rhythm tracks and be sure of no timing flaws.

How do I CHAIN & CONFIGURE VST to get this result? I am using a Midi Sport 2 X 2 as my interface.
I am working on beats for some new songs and plan to get Groove Agent or a similar software pretty soon. I do not want to "start over" on my beats once I get a new software.

Appreciate your replying,