This one works really well, and is very inexpensive. They're kind of hard to find, since they're apparently not making them anymore. There are a few left here:
http://www.amazon.com/Roland-UM-ONE-Midi-Interface/dp/B004KCLXBE/ref=sr_1_1?ie=UTF8&qid=1345562958&sr=8-1&keywords=cakewalk+um-1g
Terry