Since both the MPD and mm6 have USB sockets it would be simpler to connect each to a USB socket on the PC. Daisychaining is useful, but each link in the chain sees MIDI slightly delayed from the one before it. With each device on it's own port in Sonar that issue doesn't exist.
Having each attached device showing up as its' own MIDI port in Sonar is also very useful when it comes to easily identifying where you're sending a track's output or where input is supposed to come from.
In your case it would add loads of hardware complication as well (I'm not even sure if there is a convertor that turns USB from a synth into MIDI and vice versa, if that's what you mean).