The MIDISPORT UNO USB is a good midi interface powered by the computer.
You have midi OUT cable from keyboard to midi IN at the UNO
and
midi OUT cable from UNO to keyboard mid IN.
Did you download from M-Audio
http://www.m-audio.com/index.php?do=support.drivers the correct driver for your OS X. It is very important to install the correct driver. For example the driver for Panther 10.3.9 is version 3.2.1 whereas for Tiger 10.4.8 the version is 3.2.2.
It is also very important to setup the Audio MIDI Setup in MIDI Device for your Roland XP-60. Since you have DigitalPerformer 4 the profiles for the XP's are installed.
I assume that after you add device you double clicked the device and set all the properties for the Roland XP. I notice that there is no XP-60 so you have to decide if you want to use the XP-50 or 80.
When you do the Test Setup you should get an "audio" sound from your keyboard and a midi flash at the "virtual" UNO and also a midi flash when you play the keyboard.
Unless you get the Audio MIDI Setup MIDI Devices to work for your keyboard it will never work in DP 4 or anyother midi programme.
The MIDI Monitor window in DP only displays incoming MIDI activity — only data being received by Digital Performer from somewhere else — not outgoing data being sent by Digital Performer.
Try this: create a midi track in DP, set it to record and play your keyboard. Confirm by looking in tracks view and quickscribe that the midi data in was recorded. Then rewind and hit play to "hear" the playback. Do you hear your keyboard playback?
Incidently do you have a Metro audio/midi sequencer? If you do then you will have to download a XP profile that works in Metro.