Midi is supported in USB as a Class driver so any no frills USB Midi cable should work. Especially under Mac OS X.
It's when you start spending a bit more on cables/boxes which support multiple types of interface, is when you usually run into problems. This is because they tend to need specific drivers. That said, the basic Midi functionality will often just work regardless.
Source: used to develop USB drivers.
Edit: You could just get yourself a 5 dollar/euro/quid cable. If it's noisy (as I found some of them are) you can cut the earth at the midi end (The ground loop causes hum with some of these cheap Chinese cables).