First off here's the manual for your interface.
http://hosatech.com/wp-content/uploads/2013/11/USM-422_Install.pdf
It seems to be a USB MIDI Class Compliant device. That means the drivers are built into the OS.
Pay attention to which connectors you connect to MIDI OUT and MIDI IN on your keyboard.
A USB Hub might in fact cause problems. Better if you can plug it directly into a computer USB port.
As for lights on the MIDI side, those usually only flash on and off when there is an actual MIDI signal passing thru the interface. What happens when you hit a few keys on the keyboard?
A couple of things to check, too late now for me to scan manuals all night (I gotta get some sleep soon. I've been screwing around with this forced skype upgrade all night and fighting a losing battle.)
Anyway, first of all, check if the Keyboard's MIDI out ports are enabled in the Keyboard's menu.
Second, if you're running it with Garageband you probably have to set up some sort of configuration option in the program's options or MIDI or whatever they call their preferences menus.
In other words, you'll have to make sure the keyboard is actually talking to the program and you'll have to make sure the program actually can see the Keyboard's MIDI port and is configured to use the particular voice set of the keyboard in question.
Anyway, if you don't need sleep play around with the settings tonight, download all the manuals and quick start guides and make sure you are properly configured before you start blaming the interface.
Plugging directly into a computer USB port might help but more than likely it shouldn't really make a difference.
Then again if this a Mac setup, I'm sketchy on Macs. I can only really speak authoritatively about Linux and Windows machines but these are general procedures that apply to all platforms.
Good luck...
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Gary