When MIDI Files cannot be played, you just have to check some things on your player. Make sure that the driver for the sound card is installed and updated. Then launch the WMP, in the Menu bar, go to Tools and Options... In the options dialogue box, File Types, check the MIDI File. If it is checked already, just remove the check mark by clicking on it, and put a check mark again after a few minutes to freshen up the WMP. You can now try to play MIDI files in WMP.