G'day Kyle,
I think you'll find that is the wrong cable.
Normally on a PC, the MIDI port is an adaption to the game port that requires a conversion cable - Check
http://my.noteworthysoftware.com/?topic=5233, especially
http://my.noteworthysoftware.com/?topic=5233.msg33569#msg33569 there's a link there to a circuit diagram that will allow you to make your own, or you could always check out some of the local electronics shops...
Lawrie