Xstrument is a free for non-commercial use keyboard instrument for Mac OS X, based on Leon Gruenbaum`s Samchillian.
Before you start Xstrument.app, you will need a place for the instrument to plug in to. Go to /Applications/Utilities/Audio Midi Setup.app and start that application. Under the MIDI Devices tab, double click the IAC driver and make sure that the device is online.
Once you have done that, you should start up an application that takes MIDI input such as Garage band, or plug in a MIDI keyboard (as an output device). When using a recording studio like Garage band, you will need to make sure that a MIDI track is selected and is prepared to respond to MIDI events.
It is important that you start your MIDI device (GarageBand, Reason, etc) before starting Xstrument.app - because Xstrument looks for the list of places to send MIDI events on startup.