Basic Connections?

Please excuse the novice question, but… I have installed HALion Sonic on a MacBook Pro. I have a digital piano with In/Out MIDI connections connected to an M-Audio ProFire 610, which is in turn connected to the computer via FireWire. I want to use my digital piano as the MIDI controller. I need to know if I need to do anything with the ProFire settings and how to set up HALion Sonic. Also, with what software can I use Sonic’s VST/AU? I understand that Garage Band does not allow use of an external MIDI device.

Thanks for your help and insights.