There must be a problem with the sound devices installed in your computer. Go to Device Manager (Start > Run > devmgmt.msc) and make sure that MIDI is installed. Expand the Game section and make sure the MIDI is installed correctly. Additionally, re-install the sound driver because even though it looks as being installed correctly, you will have problems in case it's frozen.
Go to Start > Run > Services.msc and locate Windows Audio on the list, then right click it and select Restart and then try playing a new file. If everything is done correctly, it should play normally.