I use PD on a Mac (Tiger) and I've wrote a patch that receives MIDI from a motorized controller, outputs a MIDI flux through IAC driver (but I think jack is quite similar, or MidiYoke...) and also has to output another MIDI flux back to the motorized controller to give feedback.
I tried with Preferences>MIDI settings "use multiple devices" and this setting:
-BCF2000 as "input device 1"
-IAC driver 1 as "output device 1"
-BCF2000 as "output device 2"
Result: Logic receives the MIDI flux by IAC driver, but Behringer hasn't feedback
So I have changed...
BCF as "output 1"
IAC as "output 2"
Result: Behringer has feedback, but Logic doesn't receive
...It seems that "multiple devices" doesn't work...
Advices?
And...could I give feedback to the Behringer through IAC itself?
Help...please...

My guess is that you're not specifying the right device. [noteout] et al. use MIDI channels 1-16 for the first device, 17-32 for the second device, and so on.

Maelstrom, perhaps I begin to understand...
I've wrote an answer on http://puredata.hurleur.com/sujet-3455-v2msy-out-alpha
Please, correct me if I've wrote wrong things.
Thanks.