Media players such as Winamp and RealPlayer tend automatically to overwrite existing file associations, so once you've installed them it's a good idea to make sure that they only try to open the files that you want them to.  RealPlayer is quite aggressive, so I've told it that it's only allowed to open files in its own native formats (.ra for example); in the version that I have, the route is VIEW-PREFERENCES-UPGRADE-MEDIA TYPES-RE ASSOCIATE.  I have all the boxes in there unchecked.  Winamp is politer software, but you still need to keep an eye on it.  [click in top left corner]-OPTIONS-FILE TYPES will take you to a box where you can select or de-select file types as required.

For offline media playing, you can change file associations by going (in Win98, anyway) to Explorer; VIEW-FOLDER OPTIONS-FILE TYPES.  Because I have Winamp installed, a lot of audio files (and some that aren't!) are annoyingly described as "Winamp Media File"; if you have that entry, you can select it, click on EDIT and then change associations; for example, I allow Winamp to play midis when double-clicked, but have added an additional "action" so that a right-click on a midi file also gives me the option of opening it in Cakewalk.  You could also select a quite different program as your default midi player.  I should imagine that if you forbid Winamp and RealPlayer to play midis (and, probably, Crescendo if you have it, though if I recall rightly, one of the reasons I dumped it was because it was next to impossible to modify its settings) there's a good chance that a default player like Windows Media will take over, though I can't be sure of that.

Of course, the fact that this works for me doesn't necessarily mean that it will work for you, but if you explore a bit on these lines you may be able to solve the problem.  These things are so often caused by software conflicts.  I hope that all that doesn't just add to the confusion!

Malcolm