My mistake: I did of course not install the PC-Driver on my Mac. I tried both the KORG MIDI DRIVER as well as the KORG PCIF OMS DRIVER (both of which I downloaded from KORGY PARK - MAC SOFTWARE). I installed the two drivers in my extension folder, but I could not connect with my X5. The problem may either lie with my USB-Serial Port converter and its two extensions, or with the KORG drivers.
It seems like it should be very easy. Somehow it does not work (yet).