Hey, i had problems with this befoe but got it working. What stage are you at?
First, open midipipe
Drag a midi in to the right habd panel and set it's input to your midi device (Edirol FA66 for me)
Drag a transpose across to the same pane
Drag a midi out to the same pane and set it's output to Midipipe output 1
In Mainstage, make sure you have a keyboard in the layout
Go to layout tab (top left of screen)
With your keyboard highlighted, look to see what the hardware input is, set it to Midipipe ouput 1 (learn may work)
You can then play your keyboard, go back to midipipe and select the transpose in the right hand pane and use the editor (bottom pane) to transpose :-)
I use this at rehearsals as i'm rubbish at transposing songs on the fly if our singer needs the key changed
Let me know if you run into any issues.
Gilbert