Midi Problems

My computer won't play MIDI files...Everytime I try to play them, it shows the bar moving (as if the file was playing), but no sound is coming out. MP3s play fine (so I know it's not my speakers), and when I go to my volume settings, there is no way to change the MIDI volume/mute it. I have no idea where to start in fixing this problem. Lil' help? : (

Will give more information as needed.