Why not just make a multi-lead cable that contains 1 usb cable and 1 stereo headphone cable? Then just attach headphone in and out jacks on your Megadrum box (putting the headphone input somewhere near the USB output and the output jack wherever you want) and wire them together internally. You could use "off the shelf" usb and audio cables of the same length and wrap them with something like this:
http://www.buyheatshrink.com/Or you could have someone like these guys make a custom cable for you:
redco.com
Then just plug one end into your computer's USB and soundcard or headphone jack and the other end into your megadrum's usb and headphone input (which you just added).
I know it's not technically 1 cable but it accomplishes what you're trying to do i think, with a lot less hassle.