Firstly, does your USB keyboard have MIDI out (DIN) sockets as well...
...or is it USB only?
If it is USB only, then it is possible to get a hardware converter (from USB to traditional 'DIN' MIDI) that should work as long as the USB Midi keyboard is 'class compliant'. an example is http://www.kentonuk.com/products/items/utilities/usb-host.shtml.
Once you have a traditional (DIN) MIDI connection, you'll be able to use any midi sound module. Many years ago, these boxes were the most usual thing to use with a midi keyboard - often with a computer-based midi sequencer in between. These modules are also sometimes called 'expanders'.
You'll want to pay attention to the type you get. Many modern hardware midi modules are analogue-style synthesizers that are marketed as benefitting from having physical controls, the assumption being that people will get their 'bread and butter' sounds (pianos, strings, etc.) from their computers these days. These analogue style sounds may be exactly what you want, but even so you may want to be careful that you don't choose something with polyphony that is too limited for what you want to play.
It may be that looking at the second hand market will give you something closer to what you need. Some examples (purely examples, not recommendations) of older 'Sample + Synthesis' modules that should have a selection of sounds for jamming are...
The Roland JV-1080:
The Korg X5DR:
Of course when buying something that may be 20 or more years old, you'll want to consider that reliability may be an issue before laying your money down.