Guitar Rig doesn't see any MIDI device

Hi:
 
I want to control Guitar Rig via MIDI commands from the Arduino.

GR5 is running ok, I can load and run sketches into my Arduino Nano, there is communication between the board and the USB port, I can monitor the incoming bytes using the built-in serial monitor or even the Hairless debug windows.

But the main problem is that there is no MIDI device in Audio and MIDI Settings/MIDI tab, i.e. GR doesn't see any MIDI device, shouldn't it see a "virtual" MIDI device once Hairless is running?

In Hairless:
Serial<->MIDI bridge On is checked;
Serial port properly selected;
MIDI Out option, I try with SW Wave table G5, or Not Connected, same result;
MIDI IN option, only Not Connected is available;

As said, when I Serial.write something, it appears in the Hairless' debugging window.

So how do I configure Guitar Rig to detect the Arduino as a MIDI device?

Thanks,
Robert