The one laptop/computer solution works, and it's NOT a good idea to do because of how MyDMX operates. It doesn't function with any sort of OS MIDI bridge, so you have to basically either emulate that with software(not recommended) or loop up a MIDI OUT to IN and ensure you don't route things improperly.
I've been able to trigger MyDMX just fine via my Korg nanoKONTROL, PAD and KEY units via their USB/MIDI connectivity. I have also had no issue triggering MyDMX using my Roland MS-1 using both my MIDIMAN MIDISPORT 2X2(USB 2-port/bank MIDI interface) and my M-Audio Firewire 410(firewire 4 in/8-out with MIDI In/Out) and MyDMX works just fine with any of those solutions.
Another issue you have to keep in mind is that MyDMX MUST BE the foreground application in order for it to listen to triggers.
I've already gone on about this in excruciating detail and at length, so please see other postings as I'm pressed for time. Also, ensure you have the latest MyDMX, which you can download from the ADJ web site. Stability issues have been addressed.
You can NOT assign stuff to MyDMX. You can have it "learn" it, that's about it. Whatever it sees during the learn, the first instruction it sees, there it is. Not always a good thing if you're not paying attention and keeping your MIDI traffic way too busy during a "learning" session.
The right way is to upgrade to Compu Live, which is designed more towards what you want to do. Otherwise, I strongly recommend two laptops and two MIDI interfaces. The one laptop solution is NOT recommended and NOT reliable. I know, I figured it out and posted it here over a year ago and it's more or less become canon on here.