hi,
i have an "old" GR9 Roland Midi guitar controller, and i use it with a i40M Korg : it's really great and easy! i40m is an arranger module ( no keyboard) and it has a special configuration to be controlled via midi guitar.
by the way i tried my gr9 with an old pro-E roland arranger, and it works great too... http://www.ifrance.com/techno-id