G'day,
I'm very much aware of the problem. The best solution for now is to right click on the midi link & choose 'Save as' from the menu. Then you can play the file you saved. Alison has the same ISP as I do & also uses MS IE. She can play direct from the site, I can't.

There are also some people who can't even save the file. A long term solution might be to find another site.

Cheers,
Alan