Your question made me curious, so I looked it up on the www.

Apparently, Highland pipes are used to accompany Highland dancing, despite their military assocations. More interestingly, Highland pipe music is often written without key signatures, so it all appears at first glance to be in C major, but the Cs and Fs are meant to be played as sharps - presumably this is the only way the pipes can play them, so they don't bother with key signatures. So your tunes may actually be meant to be played in the key of D. Have a look and see what note they end on, and you may find this is the case.

Marje