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No sound here!
Mac OSX Mountain LIon with an external usb card.
First, please read this: http://vmpk.sourceforge.net/
There is a Spanish translation available: http://vmpk.sourceforge.net/index.es.html
A first clue is right at the top:
Virtual MIDI Piano Keyboard is a MIDI events generator and receiver. It doesn't produce any sound by itself...
I want to repeat it again, and louder: IT DOESN'T PRODUCE ANY SOUND BY ITSELF.
So, you need something complementing VMPK in order to produce sounds: a MIDI Synthesizer.
This is explained in the FAQ. http://vmpk.sourceforge.net/index.html#FAQ
So Mac OSX users: If you don't have a hardware MIDI synth and you need something to produce noise, maybe you want to take a look to SimpleSynth: http://notahat.com/simplesynth/
I hope this helps.